Why the IE8 can not download file in the Ajax.request event 'success'?

I want to do download a file after Ajax request,so i use "window.location.href= "url../data.dat" "

to download the file in the Ext.Ajax.request 'success' ,but the IE8 always pod-up a tip : "To help protect your security, Internet Explorer blocked this site from downloading files to your computer",

but if i use 'window.location.href = url' outside the ajax request ,that OK(IE8 no pop up the tip ),

somebody know why ?or have some solution to avoid the pop-up ?

I do not want to modify the IE8 setting ,because this is not a good solution for user.

I use like this:

Ext.Ajax.request({

scope :this,

timeout:60000,

//async:false,

url: 'data/test.json',

success:function(response){

window.location.href= "url.../data/data.dat";

}

});

Why the IE8 can not download file in the Ajax.request event 'success'?