I don't know that OneCare would be blocking this, but if it is considered an unsafe ActiveX control or unsigned control, it would be blocked by the settings found in IE. To rule out OneCare's firewall as the cause, open OneCare, click Change Settings, Firewall tab, then turn off the firewall before trying the download again. If it still fails, it isn't OneCare.
You may want to try the Internet Explorer 7 Solution Center
Or contact Adobe for help.
-steve