Disable Save this program to disk option: registry value NoSelectDownloadDirUserHKCU\Software\Policies\Microsoft\Internet Explorer\Restrictions

Policy ID
NoSelectDownloadDir
Scope
User Configuration
Supported on
At least Internet Explorer 5.0
Source
Administrative Templates (.admx) for Windows 11 2026 Update (26H2) (version 1.0)
Category
Windows Components › Internet Explorer › Browser menus

Registry

NoSelectDownloadDir

-User