A known issue with Windows Vista and Server 2008 machines is that a downloaded file does not inherit the folder permissions from its parent, but is getting permissions from the the User's "Temp" folder  (\Users\Local\Temp). To workaround this we have to do one of the following :

 

1) Make sure that the download destination folder and the %Temp% folder reside on different partitions, i.e. separate drives, usually meaning the download folder is not on the "C" drive.

 

2) Make sure that the destination folder and the %Temp% folder have the same file permissions. I.e. you must configure the permissions of the \Users\Local\Temp folder to match the permissions of the Download folder.

 

This problem may be resolved in future updates to Vista.

 

More info here : http://support.microsoft.com/kb/973510