In Windows Explorer, associate the .XML file type with Notepad
Navigate to the file you want to download, hold down the control key and click on the link. Hold the Control Key down until the File Download dialog box appears.
Click the Save button.
If the procedure above does not work for you, here’s one other thing you can try – if you have the Google Toolbar installed, in IE, go to View | Toolbars and uncheck the Google Toolbar.