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Most ISPs who offer Personal Web Page services do not permit custom programs to be run on their Web Servers, so this error is common for program files uploaded by a subscriber. Other file extensions that can cause the same error are cgi, bat, pl, and sh, each one of which represents a programming language such as PERL or UNIX Shell Scripting. These extensions are all usually mapped to type CGI (Common Gateway Interface) on a server, which lets a Web server execute programs and incorporate their output into the text sent to a Web browser.
An exception to the "no-download" rule can occur, however, when a particular extension is not mapped to CGI on the Server. In that case, a file using that extension is not considered by the Server to be a program, so can be downloaded using a link on a web page. An example of this is actually a file with the exe extension, which can be downloaded from a personal website on pages.sbcglobal.net, but not from a personal website on home.swbell.net.
My thanks to marti, sadowski, Zhen-Xjell, flagger, Ian_Brooks, and happiwerld3, all of whom helped with the thread started on this subject by sanoyes.