These two articles do a pretty good job of explaining what to do when IE starts downloading and opening files without asking for permission first.
Didja know, by the way, that you can (assuming you’re working in US English and you’ve not messed with your search-from-address-bar settings) see Microsoft Knowledge Base articles just by typing “mskb #######” into the address bar? Try it, typing “mskb 177976″ should take you to the first of the links above.

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Getting more than 2 simultaneous downloads in IE.

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Some McAfee VirusScan users may notice that right-clicking in Internet Explorer slows down when the on-access scanner is active. Workaround: Open regedit, go to
HKEY_LOCAL_MACHINE\SOFTWARE\Network Associates\TVD\Shared Components\On Access Scanner\McShield\Configuration, and ScannerThreadTimeout to (hex) FFFFFFFF. (That’s 8 f’s). The usual disclaimers apply — editing the registry is dangerous, for advanced users only, blah.

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HOWTO: Do a full download of Internet Explorer 6, suitable for multiplatform/network installs. Heaven only knows why there isn’t a straightforward GUI option for this in ie6setup.exe, though.

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Undocumented Windows Keystrokes 102: Alt-* (that’s an Alt, plus the asterix on the numeric keypad) expands all nodes of a selected Explorer TreeView.

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Change AutoRun settings in Windows 2000 — without mucking around in the registry.

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