Internet Explorer won't let me download Adobe Flash Player. Can you help.?

I had Flash Player but sites I usually go on began to say that I needed to update my version. When I tried to do this a warning bar came along the top and, although I clicked allow - AFP wouldn't download. I took the old version off, since it wasn't working anyway, but still it won't let me download. I MAY have clicked something minor in Internet Tools/Security but I don't know what. Is there a genius out there who can advise?