Windows7, Internet explorer 9

Since downloading internet explorer9 I am having some difficulty downloading other applications. Trouble with Mcafee securitu which I think has come ok buit I cannot update my google earth to version 6. Will not download or install at all.

yep, you're right
some application don't seem to download properly in IE9 - seems to be something to do with popup blocking
Threatfire is another that won't download from the Threatfire page, but will from the CNET page.
Sometimes the Adobe home page throws a wobbly like his as well. I've not found a way round it yet - except to use Mozilla Firefox instead. Anyone else seen this yet?

Tried mozilla but seems it has inherited same problems as int exp. 9 in installing google earth version 6. Tried to reinstall int ex 8 but it keeps reverting to 9. Do not want to use system restore as I will lose my insalled mcafee int security.

If Firefox is giving you problems as well, there is something more fundamentally wrong. Its not the browser, but probably some kind of malware messing the DNS resolution, or else a problem with the firewall settings
Hard to say more without seeing the machine. However I think most of the other PCIQ members who post here will agree with me in stating that McAfee IS is more a liability than a help. In my view getting rid would be a good idea. if you've just installed it, then its quite probably the cause of your problem.
To put it bluntly, in my experience the "real world" the McAfee AntiVirus doesn't work, and the firewall parts of the IS package has serious issues

I tried to download a copy of my BT phone bill (a pdf file) using IE9 on Windows 7 and it wouldn't work - I had to use Chrome instead.

McAfee is my least-favourite of the commonly-available security software. That's mainly because a lot of malware seems to get past it!