I finally got it to work partially. (Not the AV scanning because Avira doesn't do that but I now see the ADS on the file).
I'm embarrassed to say that the problem was that I hardly ever open IE8 because it is soooo crippled (back button doesn't work, can't select part of auto quote here to delete, can't, can't, can't, ...about all IE8 can do unless you emulate IE7, which I don't want to do, is display a page and you can read the page but not do anything and not want to use the back button either). So, because I hardly ever open it, I was under the impression that I had changed the IE setting back to prompt. But evidently I had not as when I finally opened IE8 a few minutes ago, it wouldn't load my tabs and said I had unsafe settings and it was that one setting I had changed from prompt to disabled when I first read this thread. So, after putting it back to prompt, I tried Fx3 and downloaded an eicar zip file (with Avira Guard disabled so I could download it) and then I looked at the properties of the file and it shows an ADS tag. I ran the file so something is still not working right as I should have been stopped or warned at least right?
(Fx3 is acting nutty again and it continually loads this site and others but this site is the worst. I switched to my host computer with Fx 1.5 and this site loads just fine. IE8 is continually loading this site also on my guest machine).