I would try creating a new XP user with Administrator privilege. Start->Settings->ControlPanel->UserAccounts->CreateANewAccount
Switch to that user and install Money.
The theory is that if the problem is an IE setting, you will get default settings for the new user. If you succeed this way, it
would accomplish the download, and it would point toward the reason the other did not work. You can delete the new user later, and your regular IE settings will not have been changed.