IE default settings for exe's ?

[Nancy Sosna Bohm]

Since a reformat on my computer last week I can no longer access the Web
version of the OPAC from IE5.0; instead I get the "save as" window. This is
only on this workstation, and only in IE; Netscape is fine; other
workstations with IE5 are fine. Oddly, in the form that has an optional
keyword search box, I am able to complete the search. The address for the
OPAC is http://207.173.15.22/wx/s.exe ; the address for a keyword search on
psychology would be:
http://207.173.15.22/wx/s.exe?s1=psychology&s12.x=DEFAULT
Is this a setting I can change? If so, I can't find it.