Been so long since I had to mess with the settings I forgot to mention a couple things.
You need to right-click on any link and select 'Download using Download Express'. When it pops up, click Advanced>Integration. In the file list box add these: SYS, INI, BAT, DAT, HOSTS
Then click OK and close DE.
Set up Internet Explorer like this:
Click Tools>Internet Options>Advanced.
Un-check the boxes next to 'Enable Install On Demand (Internet Explorer)' and 'Enable Install On Demand (Other)'.
Be surprised how far that little bit of work goes