I used to have the same issue on DMT (PPCT for a while before that). What it is, is Spybot Search & Destroy has its bad downloads plugin set to "Block all bad pages silently". If you set it to "Ask for blocking confirmation" or "Display dialog when blocking" the problem
should go away.
What I did to get around the issue is uninstall Spybot S&D and install AdAware (
www.lavasoftusa.com) in it's place.