Can't install Flash

I have been trying to update my FlashPlayer since I couldn't play a game without doing so. Everytime I have tried it says "Your current security settings do not allow file to be downloaded."

I have tried numerous suggestions and I have found no solution.

I have Windows Vista, IE 9 and I use the free AVG virus protection which I have uninstalled and still can't download.

I hope someone can help!  Thanks

latuck