Enable downloads blocked by Security Zone Policy - Windows

This issue does not occur in Firefox 2 or below.
Starting in Firefox 3, downloads of executable files (e.g., .exe or .msi) may fail and the Firefox Downloads window may contain this message, under the filename:
This download has been blocked by your Security Zone Policy -

This issue occurs because Firefox now honors your Windows security settings for downloading applications and other potentially unsafe files from the Internet.

You can resolve this issue as follows:

Bypass Windows Security Policy check

Starting in Firefox 3.0.6 you can use about:config to manually add the new Boolean preference, browser.download.manager.skipWinSecurityPolicyChecks and set it to true. This will bypass the Security Zone Policy check.