I can't download toolbar_install_helper.exe from download.yimg.com?

Bought a new laptop and tried to install Yahoo toolbar with no luck. Each time I try the same message comes up can not download toolbar_install_helper.exe Isn't Internet Explorer displaying a yellow information bar on the first line of your web page? If so, did you click it and allow the download?
Otherwise, click Tools, click Internet Options, click the Security tab (at top), click Reset Zones to default level. Try it again. If that doesn't work, check your Security software (anti-virus, firewall) options and see if anything is blocking downloads or installing 3rd party extensions.