You have enabled SSL for the whole site, are accessing Confluence using Internet Explorer, and are unable to download attachments.
Note that if you try to open an attachment in a secure site, for example a PDF document, the relevant application will try to open it but will report the file cannot be found. However, if you right click the document and choose "Save as" this will work. To fix this, in IE go to the "Tools>Internet Options" menu and click on the Advanced Tab, scroll down to the bottom and look for "Do not save encrypted pages to disk" option - make sure that you un-tick this. This problem is known to affect IE6 and has been reported in Microsoft's knowledge base.
IE will not download attachments into its Temporary Internet Files folder when in SSL mode. You can find further information in these links:
- IE9: Error message when you download files by using Internet Explorer 9 from secure websites: "<filename> couldn’t be downloaded"
- IE8: Internet Explorer file downloads over SSL do not work with the cache control headers. There is a Hotfix availablel for IE8. You may need to install it to solve this problem.