your current security setting do not allow you to download files from this location

Your current security settings do not allow you to download files from this location.

Problem: I was trying to download something from an ftp server to on windows server 2k8. i can't copy and received the following error "Your current security settings do not allow you to download files from this location."

                  

The solution

In this case the solution is actually quite easy. You need to a an exception in the security section of your Internet Explorer Internet Options.

1. Open IE

2. Open Tools > Internet Options > Security

3. Click on Trusted Sites then the sites button below

4. Enter the URL of the site you’re downloading from and click add

5. now, retry download