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If you have some programming skills, you can go to php.net (http://www.php.net/header), get all needed information there and write a tool that serves download file to visitor along with instructions to force browser to open download dialogue.
If you do not have programming skills, you are either lucky to know that programming guy above or to know websites like STADTAUS.com. Those websites offer "ready to use" CGI or PHP scripts for implementing in your own website.
STADTAUS.com (http://www.stadtaus.com/en/) created such a tool in 2003 and has improved it as user feedback came in. That tool, named Download Center Lite (http://www.stadtaus.com/en/php_scripts/download_center_lite/), is a small package that needs to be installed on your web server. You only need to define path to your download files directory and do some other optional configuration.
Once installed you can link to script and attach name of your download file to link URL using a question mark:
The script looks up file name within download folder and outputs it to visitor. Download Center Lite has been tested and proven to work with small (few KByte) and even large files (over 100 MByte).
Another important built in feature is that script hides real download path. That prevents visitors from accessing your download directory directly. You could even place download folder outside of www root folder.
Admittedly, while most of web browsers on most of operating systems work fine with script, there are some exotic combinations of browsers and operating systems that will still open file directly instead of opening save as dialogue. Fortunately, these browsers (i.e. IE 4) have a very small market share, so no need to worry about that much.
The author is a freelance software developer and web designer (http://www.stadtaus.com/).