Here's our Internet Explorer Tip for.. August 18, 2005
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Microsoft Internet Explorer Download Dialog
When you download a file in Microsoft Internet Explorer 6, you have two options concerning the dialog box that opens during the download. You can leave the dialog box open when the download completes, or you can tell it to close as soon as a download finishes.

To close the dialog box at the end of a download, choose Tools|Internet Options. When the dialog box opens, click the Advanced tab. Deselect the check box labeled "Notify when downloads complete" and then click OK.

As an alternative, you can start a download and then select the check box labeled "Close this dialog box when download completes."