Running Hello World function - security warning

[JC]

I create an ASP.NET Web service in Visual Studio 2008 using VB.NET and it
contains a hello world function. I run the web service in VS 2008 and select
Hello World and then click the Invoke button. Instead of "Hello World"
coming up in an IE window, I get a dialog for File Download - Security
Warning giving me the option to save a file named HelloWorld00000000. If I
save the file, it contains the XML that is normally shown in IE. Does anyone
have any ideas on what might cause this? It appears to be a security
setting, but I can't find anything about it.

Thanks