Why can't I download anything?

I use the lastest version of internet explorer with windows vista. Lately it will not allow me to download anything from the web. After a download has completed I can not go to "Open" or "Open Folder" as they are greyed out. I have tried using "Save as" and "Run" when downloading but neither works, I just get a chime and the prompt box closes. I have tried empting the cashe, deleting history, deleting temp internet files, fixing my registry, deleting browsing history, checking for spyware, scanning my cpu for viruses, and reseting my internet explorer back to factory settings. Nothing seems to work!