"RUN" not working in download dialog box

I am having problems with my download dialog box with internet explorer 9. When I select run, it downloads the file, runs a security scan, and then nothing.

I can save the file to any location using save as, but then if I select run, it does nothing. I have to go to the file and double click to run it. I've been trying to fix it for awhile and now I am stumped. Any thoughts on how to fix this?

I also cannot open PDFs or other downloadable content directly from a website. I have to save the file before I can open it.

Update: If I log in on another account, selecting run works and I can install files. It's just my main account that I have the problem on.

Try to disable your virusscanner temporary and try again. Does it work?

Try this Troubleshoot Application Conflicts by Performing a Clean Startup

Same problem?