If you see below error while trying to download the publishsetting file from https://windows.azure.com/download/publishprofile.aspx  in Internet Explorer

 

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Then one of the reason can be that Internet Explorer has the option "Do not save encrypted pages to disk" checked. To solve this you should go to                 IE Tools ->  Internet Options ->  Advanced ->  Security ->  Do not save encrypted pages to disk                  and uncheck this option and try to download the file again.

 

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