by the way there is a few ways to do this...
firstly, firefox users
https://addons.mozilla.org/en-US/firefox/addon/1993secondly, (firefox again but i think you can do it in IE) hit tools, options, content, file types/manage, put in the type of file you want in the search bar and search, the select it and hit download, save your settings and reload the page. it will ask to download it, do so, then make shure you set it back to normal or you will get download everytime you wish to do something else with the same filetype.
thirdly, right click on the link and hit save as... or save target.
i just felt it was nessesary