Sometimes it depends on how the site sends the files, rather than what connection you have or computer you use. For example, in the white papers section, I had to change the headers of the download script, so in most cases it will prompt you to save the file, rather then open it up in your browser.
Note the 'download' and 'force-download' headers being sent before the file is sent.
PHP Code:
header("Content-Type: application/octet-stream");
header("Content-Type: application/download");
header("Content-Type: application/force-download");
header("Content-Type: ".$MIME[$paper[filetype]] );
header("Content-Disposition: attachment; filename=$filename");
header("Content-Length: ".filesize("$name"));
header("Pragma: no-cache");
header("Expires: 0");