A family of Microsoft presentation graphics products that offer tools for creating presentations and adding graphic effects like multimedia objects and special effects with text.
This may sound stupid, but give it a try anyhow:
Right click the icon of the downloaded file.
Choose Properties.
On the general tab of the Properties dialog box, look for an Unblock button or a checkbox having something to do with blocking. If it's there, click UNBLOCK or do whatever's needed in the checkbox to unblock the file.
Then try in PPT again.