Download of leining spreadsheets requests authentication

When I attempt to download one of the leining spreadsheets found here http://www.hebcal.com/sedrot/#download I am prompted for credentials but only if I just want to open it and not save it. If I choose save, I'm not prompted. I'm using IE 11 on Win 7. Doesn't happen with Chrome or Firefox because they make you save the file first then open it.