Is this because of security settings?

[abe]

Somebody told me that if he opens this page:
http://www.3x-spot.com/main.htm
he is asked to open/save the html to his computer (see attachment).
There's absolutely nothing harmfull on that page. Only a script for bookmarking (after clicking a link), a trade script and a counter.
When I open it, everything is normal (even after cleaning my cache).
Could somebody try to open that page please to see if you get that same message?
Thanks