Can't update my version of Internet explorer within my guest Windows xp OS

Hi,

For some strange reason whenever i try to update my internet explorer to IE 7 or 8 within my Windows XP VM i get an error message saying that my "security settings do not allow this file to be downloaded". I've updated my version of windows to sp2 and i've even tried turning off my firewalls and virus protection but nothing works. I'm assuming this problem is peculiar to windows running under the parallels VM.

Any help would be appreciated.

Thanks