When attempting to download the SourceTree for Windows installer from https://sourcetreeapp.com using Internet Explorer the .exe exension is stripped off and Windows doesn't know what to do with it.

It appears to be related to this http://stackoverflow.com/questions/2185570/internet-explorer-removes-exe-extension-from-download-when-followed-by-url-para

Workaround

Download with a different browser.
Or for v 2.0.20.1 it can be downloaded directly from https://downloads.atlassian.com/software/sourcetree/windows/ga/SourceTreeSetup-2.0.20.1.exe