a friend of mine sent me a song via msn and when i recieved it windows media player automaticly blocked it, to prevent viruses i sopose and you cant cancel the pop up :(

it says to view the file you have to go to the files properties and click unblock, but when the file is blocked you cant view it as an icon in the folder you saved it to, i searched my whole harddrive on the name and nothing.

i dont know what to do :/ could be very simple to fix but help please ??

download it off the web?