When you visit a secure site (https://<website>/<filename>.<extension>), you are NOT prompted to open the file from its current location or to save the file to disk.
A Save As dialog box prompts you for a saving location?
If you have altered the default behavior of Internet Explorer, configuring it to Do not save encrypted pages to disk, none of the page's content will be cached in Temporary Internet Files. Since IE can't cache the file, it can NOT open it.
To fix the problem:
1. Open IE and press Tools / Internet Options / Advanced.
2. Clear the Do not save encrypted pages to disk check box.
3. Press OK.
You can also visit the sites https://<website>/default.htm and save the file locally, so you can open it.