Add the site to your Trusted Sites list.....(warning.... do you really trust the site you are about to add and download from?)
by default http://*.microsoft.com is already in your Trusted Sites list (the internet zone on server versions of IE is locked down to prevent infections)..... you will need to add *.live.com to the list to enable you
to negotiate your live credentials when you attempt to download from MSDN and TechNet sites...
server versions of windows are not meant to be used as client workstations, and have enhanced security to that of client versions of windows... they are meant to be locked away, and only accessed by validated remote services... they should not be used for
casual web surfing with IE or any other browser.... you should not install any addons to your IE browser nor install any other web browsers on server versions of windows.
All of your testing and maintenance can be done remotely (with credentials)... the weakest security link in any computer system is the nut that holds the keyboard. Loosen the nut and lock your server up.
Rob^_^