Opening the file once downloaded.
This file is in a format that Microsoft no longer ‘trusts’ (although they invented it), so it gets blocked
when you try to download it.
Here's how to release the file for use.
When asked to open or save, choose save. Save it somewhere you will find it again, like your desktop.
When the file has downloaded, right click on it and select properties. You will see this box:
Click on Unblock, and then press <esc>. The file will now open when you try again.
Continue to download