Vista & Saving Images from Ancestry.com

I use Ancestry.com for genealogy research.  Since getting a new computer with VISTA, when I save an image, such as a census page, I get a message that for security  purposes the image is being placed in a temporoary internet file folder.  I know how to view this folder, but the file is not there.  I submitted a request for help with Ancestry and they said I needed to look into a security setting within VISTA.  I'm not sure what this is.  I've worked through the Control Panel and help aids, but am still lost.  Can someone help me with this issue?  I would be most grateful.

Sandy Coulter