Assuming you are using a Mac and the Safari browser, there are some recent security settings that produce this error.

You have to go to the Safari preferences and give the Java plugin "unrestricted access" to the file system, then restart Safari.

Here is the path to setting:

Safari preferences / Security tab / Internet plugins: manage website settings (then select Java plugin) / Run in unsafe mode

Restart Safari before trying again.

This should fix the issue.

http://stackoverflow.com/questions/19542427/java-applet-cant-open-files-under-safari-7-mac-os-x-10-9

If you are working on Windows, Perhaps your Java plugin is not up to date. You will need the Sun/Oracle Java Plugin version 1.5 or higher.

Test whether your plugin is correct at the following link:

http://www.java.com/en/download/testjava.jsp

Install the latest plugin- Java version 7 Update 45 : http://java.com/en/download/index.jsp

Try restarting the computer before re-attempting to download

If none of this works, try using a different browser. The IDA tends to work best with chrome, firefox, and newer versions of explorer.