Save Target As function in IE6

[CDRecorder]

This menu item (when you right-click a link) in IE6 used to be enabled on my Windows XP SP1 computer, but it disappeared the last time I reformatted and re-installed. I have exactly the same versions of exactly the same software as before. To make things even more strange, my other Windows XP SP1 computer (which I also reformatted) has the option enabled!

Does anyone know what happened, or how I can fix this? I like using this option when I need to download a file that my browser would try to open on its own.

Thanks in advance!