SmartScreen filter is a new additional to IE 9.
It will prevent backblaze for downloading properly from the site.
Please go here: http://windows.microsoft.com/en-US/windows7/SmartScreen-Filter-frequently-asked-questions-IE9 for more information on this.
To disable SmartScreen Filter, Please do the following:
Open Internet Explorer by clicking the Start button . In the search box, type Internet Explorer, and then, in the list of results, clickInternet Explorer.
Click the Safety button, point to SmartScreen Filter, and then click either Turn Off SmartScreen Filter or Turn On SmartScreen Filter.
In the Microsoft SmartScreen Filter dialog box, click OK.
Then you can download and install Backblaze properly.