The program had an exe extension and at 99% it stopped then asked for permission to save, when I clicked on continue the message read : You'll need to provide administrator permission to copy this file.
I clicked on continue then in brought up the User account control (UAC) I pressed yes to continue.
Next message read : You need permission to perform this action . You require permission from the computer's administrator to make changes.
Even If I turned off UAC and confirmed that the folder I was copying to, had no problems with permissions, It still would not copy.
I then tried to log in as another user and but still no luck.
All Security and privacy settings had been turn to the lowest settings and it still would not save.
You will need to exit Internet explorer each time the security settings are changed.
I then used another windows 7 machine and the file saved fine.
I glanced over to the virus program and realized that it was still active, I deactivated Avast security and when I did, it saved.
It turns out that the site that the program was hosted on had some bad content in it.
Avast virus chest picked up this content and was found in the Temporary Internet Files.