In the Internet Explorer window that launched Banner, you would see the following:

Do not download the file by clicking on announcement bar, this will end you Banner session.
Solution
In Internet Explorer, select Tools | Internet Options…

Select the Security tab.
Highlight the Local intranet icon and click the Sites… button

Click the Advanced… button

In the Local intranet dialogue box, enter the following URL:
For Finance\HR Banner:
Click the Add button
After you are done, you should see something similar to the following:

Click OK three times to exit.
When you click on the help icon now, you’ll see the following dialogue:

Click Open to view the help file.