How to block a web site which trying to down load a file in my computer?

some web sites are trying to download .EXE files on to my computer. My Anti virus prompts me for "RUN / SAVE / CANCEL". I Cancel it. But it repeats every 2 or minutes. It is annoying and I want to block that Web Site or the file for ever. Is it possible? Normally WEB Site blocking utility does not... show more some web sites are trying to download .EXE files on to my computer. My Anti virus prompts me for "RUN / SAVE / CANCEL". I Cancel it. But it repeats every 2 or minutes. It is annoying and I want to block that Web Site or the file for ever. Is it possible?

Normally WEB Site blocking utility does not allow us to open / access that blocked site. But here it is opening on its own and trying to dump a file. Any help is welcome.
Ananthi
5 answers 5