When I try to use a url to go to a personal website and be able to
download a file my INTERNET explorer does not do anything and if I use
the IE's search feature is tell me that i should check my spelling.
However if I your Firefox , or MSN's bowser or  Netscape bowser's they
immediately get me to the site and ask me whether I want to open the
file or save it to do. Do you have any idea why it does not work with
IE version 6

It's possible that you aren't allowing cookies, your privacy settings
are too high, or you have the site under a list of restricted sites.
To check these do the following:

1. Right click your internet explorer icon on your desktop and click properties.

2. Go to the Security tab and under the Internet setting click the
button saying Default Level.

3. To make sure the site isn't under restricted sites, click on the
icon saying Restricted and click on the button saying Sites and search
for your site in the list there, if you have a list.

4. Go to the tab saying privacy and make sure the setting is around
medium because if it is too high some sites won't allow you in.

I hope this helped you.