Internet Explorer Blocked download file

I use jquery post function to go to server and bring the link to file download.

When the func returns the link, I try to open a popup or iframe with link source, to popup save/open file window

I tried this,'Download','top=20,width=3,height=3,left=20');



It works in Firefox , but in Internet Explorer it shows the message : “To Help Protect Your Security, Internet Explorer Blocked..”

How do I get over this?

If I do it from direct link from the page it does not show me this message

Internet Explorer Blocked download file