You cannot configure Internet Explorer for Windows to start applications automatically in the same way that you can configure other browsers. When you download a file, you will see a dialog box prompting you for what you want to do with the file.

If you select Save this file to disk, the file will be saved to your hard drive and you can check it with a virus scanning program before you start it. If you select Open this file from its current location, the file will be saved to your hard drive and then started immediately. We recommend always selecting the first option, and then checking the file for viruses, before you use it.

For the most security, make sure that the Always ask before opening check box is selected. If you are sure that the kind of file you are downloading is safe, you can uncheck this check box. If you do, you will not be prompted before subsequent files of this kind are downloaded and run on your computer. This check box cannot be unchecked for some kinds of files that can potentially damage your computer, such as program files, which have the extension .exe or .com.

Related questions:
How do I download things from the Internet?
What do the different actions in the Helpers window mean?
What is a MIME type?

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