Automatic prompting for file downloads must be disallowed (Internet zone).
This policy setting determines whether users will be prompted for non user-initiated file downloads. Regardless of this setting, users will receive file download dialogs for user-initiated downloads. Users may accept downloads that they did not request, and those downloaded files may include malicious code. If you enable this setting, users will receive a file download dialog for automatic download attempts. If you disable or do not configure this setting, file downloads that are not user-initiated will be blocked, and users will see the information bar instead of the file download dialog. Users can then click the information bar to allow the file download prompt.
How this relates to the STIG checklist: STIG vs SCAP benchmark.