Hi superphoto, welcome to 7F!
Go to User Account Control, Control Panel\All Control Panel Items\Action Center\change User Account Control Settings
in the left view panel, put the slider on the bottom, click OK.
Then try to download.
Don't forget to set it back.
This shows how to get there in a different way: User Account Control - UAC - Change Notification Settings
And if you do turn it off you need to restart.