Well, I've tried several different things in an attempt to reproduce the message you're seeing and I've been unable to do so. Running a fresh XP Pro install using IE6 and then setting browser security settings to a variety of different combinations and none of them yielded errors of any kind. Sure, with browser security limiting Javascript there were some anomolies but not anything like what you're describing.
First and foremost, let's get you access to the download(s) you're looking for. If you would like to PM me the specific item or items I'll send you direct download links. Then, if you have time and are willing to do so, perhaps sending me a screenshot of what you see when this issue occurs can help me determine the cause.
Thanks in advance,
Kevin