Downloading files from FTP sites disabled by default on W2K3

I had to transfer some files through FTP to a Windows Server 2003 box, but since Internet Explorer (IE) is set to an enhanced security configuration, you cannot download files to your server by default.

Of course, by adding your FTP site as a Trusted site will fix the problem, but the reason I want to blog this is that I didn't find any 100% hits for the error message with Google.

So here goes. If you get the error message "Your current security settings do not allow you to download files from this location." from IE when downloading files in Windows Server 2003, add your FTP site to the list of Trusted Sites. Microsoft Knowledge Base article 182569 also helps.