Sharepoint Install Reset IE Settings - "Your current security settings do not allow this file to be downloaded"

Installed SharePoint Foundation Server and it Reset IE Security Settings.

After install  I get "Your current security settings do not allow this file to be downloaded".

Annoyingly, resolving this error relies on 2 Internet Explorer settings.

Resolution: 

1) Open Internet Explorer -> click on tools -> click on internet options-> click on security -> click on custom level 

2)  Scroll down till you get to downloads in the security section: 
     
Enable "File download" (Obviously, you think this would do it, but not.) 

3)  Scroll until you reach "Launch applications and unsafe files." This is the gotcha moment, and rather oblique setting.

Enable "Launch applications and unsafe files". Select Prompt.

Now, this should do it.