How To Turn Off SP2's Download Prompt Bar

[Alan]

When you visit a site which uses the automatic download prompt, the Information bar appears instead of the download window.
This is due to a security enhancement in Windows XP SP2 to protect the users from automatic download prompts generated by rogue websites.
To download the file you need to click the Information bar and select the Download File option to download the file.
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What if I don't want to see the Information Bar at all?

To prevent the Information Bar from being displayed for a particular website (one you know to be safe)
To prevent the Information bar from being displayed while downloading files, add the website to the Trusted Zone in Internet Options, Security dialog. Automatic Prompting for file download is enabled by default for Trusted Zone domains. You must add a website to Trusted Zone only if you know and trust the website.
To prevent the Information Bar from being displayed for all websites (use only in valid cases)
This procedure will allow Web sites to automatically prompt you when downloading files and software (bypassing the Information Bar).
Open Internet Explorer.
On the Tools menu, click Internet Options.
On the Security tab, click Custom Level.
Do one or both of the following:

To turn off the Information Bar for file downloads, in the Downloads section of the list, under Automatic prompting for file downloads, click Enable.

To turn off the Information Bar for ActiveX controls, in the ActiveX controls and plug-ins section of the list, under Automatic prompting for ActiveX controls, click Enable.