Why can't I download files from e-mails?
Well, is it saying it is "unsafe"? I would check your security settings, and if it's "safe", then simply restart the browser.
You might need to add the website to the Allowed websites in the Security settings. Click on Tools and then Internet Options. Go to the Security tab and select a security zone. Select Sites and add the website to the trusted zone. Refresh your page and download the file again. If you still encounter errors, Internet Explorer usually displays a bar on the bottom or above the page saying that the download has been blocked. Click it and allow the file to download or click Download again in your email.