iTunes and Internet Explorer Problem

[soccercruiser87]

well, im trying to update my itunes to the newest version 6.0.2 and i try downloading it and then a message right underneath the address bar says "To help protect your security, Internet Explorer blocked this site from downloading files to your computer." Is there a way that i can make it so that Internet Explorer doesnt block the site?..all i want to do is update my Itunes