(I assume you're using Internet Explorer 6 and Windows XP. If you're using WinME or earlier, I suggest that you... don't.)
A trip to the
Microsoft Knowledge Base came up with
this and
this.
The gist of it is:
</font>
- Empty Temporary Internet files OR</font>
- Make sure you can save from HTTPS sites properly by checking your Advanced settings OR</font>
- Some crazy ActiveX/Java/whatever damaged program file is bad and needs deletion (follow steps on this)</font>
Hope that solves yer problem. If all else fails, I suggest you move onto Firefox. I consider it a step up from IE anyways.