I downloaded 1.12.2 Forge from the Forge website, and I got a .jar file. Clicking it opens a "View Downloads - Internet Explorer" window, and I get an option to save or open. Saving it produces another copy of the installer in my downloads folder. Opening it without saving prompts a "Internet Explorer Security" window saying that it'll operate outside of Protected mode. If I allow, it produces a copy of the installer in the "View Downloads" window with the same options. Opening after saving just skips the "Security" part.