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You need to do it in Default Programs/Apps in Windows.
@sgunhouse Hi, fixed the red icon by removing all the 'aborted files' in my download list.
@sgunhouse said in Opera can't download a file, what to do?:
Check the settings in your firewall.
You should turn the VPN off, and then try to do downloading. I think the problem with you is due to VPN. Also, please check the settings in your firewall as @sgunhouse mentioned.