Charles, Welcome to the club!
your IT department has settings which are blocking this most likely, start by asking your contact there to explain, perhaps it is policy, perhaps there is a reason they are set that way.

baring that, a bing/google search of the text of messages (in quotes often helps) can yield answers like this...

https://answers.microsof...aafb-efc7ea2a0e82?auth=1

when looking at search results, pay attention, some are Ads, some are less than reputable sources, etc.
Great start by coming here and asking. I would tell you there are other sites too with excellent communities to help.

Thanks for the help!! I work for a fairly small company and me and my boss are the only IT guys. My boss was away for a few days and I wanted to get this sorted. It wasn't the policy preventing me from downloading unfortunately but I believe the link you have given may be the correct answer. fingers crossed.

I also work for a young company and over the past couple of months we have introduced a lot of IT innovations. It was lucky that I came across this conversation, because a similar question arose, and I hope that now it will be possible to solve it.