When using Internet Explorer and Citrix Web Interface to launch an application the error "Your current security settings do not allow this file to be downloaded" appears when launching an application.

The Tools | Internet Option | Security tab | Custom Level setting of the zones to low does not resolved the issue.

Set the following registry keys to 0x00000000. When set to 0x00000003 the above error is caused.

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\0]
"1807"=dword:00000000

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\1]
"1807"=dword:00000000

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\2]
"1807"=dword:00000000

File Download Dialog Box Appears After You Turn Off File Downloads
http://support.microsoft.com/kb/324098

Internet Explorer security zones registry entries for advanced users
http://support.microsoft.com/kb/182569