Error to open a website in IE

[Welshjim]

ashah98--Well, those are not really error messages. They are the standard message you get when you are downloading a file from the internet. (WindowsXP goes a little overboard in the "warning".) In other words you do not see any description of what the file does (you presumably already have that information), but rather it is like you had clicked the "Download Now" button on a site. Here is an example
http://home.ptd.net/~don5408/apps/deltemp/deltemp.exe
Does that seem right?
Are you trying to download a file or just reach a website?
However, it is a little strange that www.download.com for example, all by itself, would lead directly to a download offer for a file. Are you sure there is not anymore to the URL than www.download.com ? For example, look at the URL I gave above. You can see that it is for a file called deltemp.exe. There is a lot more to the URL after "http://home.ptd.net" .

But, there is another problem. In the case of www.msfn.com, the site is "Under Construction". However, I do not think you want that page anyway. The MSForum site's URL is www.msfn.org. I would be a little suspicious of the .com site.
Perhaps you should run a spyware detector like AdAware or SpybotS&D
http://www.lavasoft.de/support/download/
http://www.safer-networking.org/