try to download that file using a hyperlink.
suppose you have a file at "www.abcd.com\pdf\test.pdf" in this path. then try to download using the hyperlink as shown below
<a href="www.abcd.com\pdf\test.pdf" target="_Blank"></a>
i think it will not prompt for the save or run dialog.
if still having problem to understand then post your download file code.