Can't Download Files From Internet Explorer from my site.

I have a SharePoint site hosted in an azure server.

In the site i've a web part where the end-user can download files.

--INTERNET EXPLORER-

If i open the site in IE inside the server i can download the files, but if i try to download the files in IE from outside the server i only see the prompt with "Open" or "Cancel" Options

Chrome or Mozilla I have no problems to download the files.

Thanks!