cant download vlc

hi everyone! this is my first time to post somethin here so i hope i wont sound so stupid.

cant view some of the movie files i download. after reading some threads on this forum i found out its probably the codec thing. ive read almost every thread on such topic. when i was finaly convinced to have a back up player so i can play almost all files, my pc jst wont allow me to download vlc.

it says IE has blocked the site from downloading files to my computer to help protect my security. when i click on the information bar, it has a "download file" option. is it safe to download it? why in the first place wud IE block that site? am jst tryin to be careful now cos my pc jst crashed a month ago.

am using winxp prof sp2 p4. also have norton internet security.

hope sumone cud help enlighten me so i can enjoy usin LW more. thx!