Question : Windows Explorer cannot download, Interface not supported.

Windows XP, fully patched, Av, anti spyware etc.
When I try to save a Video file with SAVE TARGET AS, I get the message Windows Explorer cannot download, Interface not supported.  
I have tried all the obvious solutions, IE Settings, CODECs etc. but to no avail.
Video will play in Realplayer without issue.

Answer : Windows Explorer cannot download, Interface not supported.

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