Cannot "Save and Open" htm files

With IE9, when I click on a link to download a htm or html file, I get a pop-up from the download manager asking Do you wan to save ...  The options are Save, Save As, or Cancel.  The Save and Open option is grayed out.  I would like to be able to "Save and Open".   Is there a way that I can change how the download manager handles htm and html files so that I can "Save and Open"?

--Thanks!