Have been downloading books to my KOBO - but now a problem!

OK - I have tried downloading another book from my Library.

1. Up comes the box with 'View Downloads - Internet Explorer ' in top left corner.

2. Book Title is there with options and if i select Open-

3. Another box with a warning shield (with explanation mark on it) saying 'A website wants to open web content using this program on your computer. Something like - Activex Interface Marshaling Library

So - in the past - When I download epub book, from library, I could double click ascm book file - it would open immediately in to Adobe Digital Editions and when I had my Kobo connected I could just drag and drop the book onto it.

Question - what must have I done to stop this working like it used to?