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Excel VBA to change internet explorer advanced settings

My current program that I am using, from excel, navigates to a web page where it downloads a lot of information. I primarily do this from excel because the data is in excel format.

I have it go to the page, click on a link and the open/save/cancel dialog box appears it automatically selects save and saves it to the last folder I saved anything in. Then it waits for the dialog box title to read "download complete" then close it and initiates the next download.

The issue I'm running in to, is that other people who use this program have the "close dialog box when download completes" option selected, and this interrupts the overall process.

Is there a way to change this setting from the excel VBA code, or will I need to explore a different method of dealing with this issue? Having the program do a direct download URL string is also not viable as the website needs to be logged in to and the request must come from the open window, (I have already attempted that method).

Use URLDownloadToFile to download from the internet, trying to use IE will lead to other issues:

VBA - URLDownloadToFile - Data missing in downloaded file

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