How can I download add-ons using internet explorer by yahoo?

I am using IE8 supplied by Yahoo! as my main brouser, but I cannot download Adobe Flash Player from the Adobe site. I do not have similar problems when I use Mozilla. Each time on IE when trying to download I get the messge bar poppong up to say "This website wants to install the following add-on:Adobe DLM from Abobe systems Incorporated. If you trust this web site and the add-on and want to install it click here". When I click 'here' my IE freezes and then I get a message that says Windows has shut down access to this site as the program it wants to install may damage my computer. Further checks show that DEP has been activated. When I try to install with both the firewall and DEP deactivated for Windows and IE, I still cannot download from Adobe. I do not have similar problems using Mozilla. Bizarre.