WLM reports security setting won’t allow download of pdf attachment

I seem to have upset suddenly my Windows Live Mail security setting by mistake.

When I want to open a PDF attachment I get this:

Your current security settings do not allow this file to be downloaded

How can I fix it? I have Windows 10, and use IE WLM (it never asked me "Do you want to open this file?" - it just did)

Hint: I changed my network name from ****HP7 to ****HP10 to reflect the new OS