I am also unable to download anything through IE10. Also I am not able to get my Microsoft ID recognized, so I can't download anything from the Store either. (the ID works fine to log into Outlook through the web interface, and on my Nokia 920, so I know the account credentials are sound.)
I just upgraded from win7pro to win8 and then immediately to win8.1. Things were OK with win8, but now, an utter mess. File Explorer on the desktop side keeps crashing, my touch screen no longer works, and this inability to download anything makes all these issues impossible to fix!
I have no anti virus software to disable. I've reset my firewall to defaults. I've checked active X settings in IE10/desktop side, run the sfc scan, and checked the system time, All for naught.
After hours of headbanging, I hope I can help everybody.
I am on Win7 Pro 64bit. On my old Win7 Home Premium, Chrome would download but IE9 would not, so I just gave up and used Chrome. On my new PC, neither IE11 nor Chrome would download anything off the Internet from links. No errors, nothing -- just an hourglass and then zip, although the sites DID think that the download had started, esp after entering a Captcha. After much fruitless searching, I tried safe mode. It worked. So I then set about finding what could be preventing my downloads from starting.
After hours of trial and error with all the running services, it was the Microsoft ActiveX Installer that was causing it. Try going into MSconfig under Services, uncheck ActiveX Installer (AxInstSV), and reboot. Download links now work for me on both IE11 and Chrome.
Fingers crossed that this solves everybody's problem.