I've took a scientific approach and tested the results of my Macro Code and came up with the following:

Scenerio #1
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M$ WORD is set to "ALLOW"

Upon Execution of the Macro: No Alert (Obviously)

Scenerio #2
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M$ WORD is set to "ASK"

Upon Execution of the Macro: An Alert

BUT....

If "YES" is chosen:
The macro will download the file...(obviously)..

But also the following events will occur:
1) After choosing "YES" if the user attempts to engage the "INTERNET BLOCK" the files will still be download.
2) If the user attempts to "DISALLOW ACCESS" via the "PROGRAMS" option, the macro will still download the file.

If "NO" is chosen:

The file will not be downloaded

Note: It's important to clarify that the results of choosing "Yes" in Scenerio #2 will only apply to that particular Zone Alarm session.

I hope this has helped to clarify the abilities of my internet macro, as well clear up any misconceptions that may have been formed do to my previous posts.

TeKRoMaNCeR - I'm not sure...I wish I had the abilities to test that...but unfortunetly I don't have the network setup to do so.
Sorry