Save File message while requesting a site

[mini]

Most of the times when I try to open google.com in Internet Explorer, a message pops up asking if I wish to save the file:

Do you want to save this file?
Name: google.co[1]
Type: Unknown File Type, 3.95 KB
From: www.google.co.in
Save Cancel

Now if I click on 'cancel', nothing happens and if I click on save, a file is saved but the site does not open up. How can I solve this problem? I want all sites to open up in this browser.

[Fotiman]

Are you perhaps going through a web proxy that is not correctly passing along the text/html content type in the response header?