Download .exe files in win 10

I am unable to download .exe files on my new ACER PC running Win 10.  I don't think it's actually AVG causing the problem as I assume they would prompt for permission and I have turned off all I can find in terms of protection in Win 10 also but still no luck!  Does anybody have any suggestions?  I've tried the popular "fixes" on Google but nothing seems to work and Win 10 help blames the PC.  Most frustrating.

Hello Richard,

We're sorry to hear this.
Do you receive any error messages while trying to download .exe files?  If yes, could you please share the screenshot of the message? 
Refer to this article for the steps to capture the screenshot.
You can post the screenshot here on your topic. Click on 'Answer' & then click on the 'Image' [mountain symbol] & follow the instructions.

In addition, we suggest you temporarily disable AVG and check for the issue status.
Thank you.