Steps to reproduce:
1. Access the console with HTTPS
2. Navigate to Settings -> All Settings -> Notification Server -> Command Line Right-Click Action Certificate
3. Click on the link "Download Client Registry File"
4. It will offer you to download a file with the name "cfgClientRunCmdRego_aspx?cmd=download"
5. Even if you select "Save AS" and rename the file name to file.reg, you won't be able to download it.
Please uncheck the option "Do not save encrypted pages to disk" in the Internet Properties -> Advanced tab -> Security section
Please check http://support.microsoft.com/kb/2549423/en-gb for more details