Can't download any files

[Petri]

my ie6 works fine when browsing net but if i try to
download any file or play mpg directly from source i get
error 0xC00D1197 or no connection message. meaning
any "save target as" does not work .

i use zone alarm and i have tried with/with out it,
checked security options, cookies are accepted, activex
is enabled.

any help appreciated
thanks