Can we encript the browser url using Asp.Net 2.0

You can simply make a page that takes an argument like "www.mypage.com/download.aspx?file=somefile.zip" and let this page handle the request. If you want to ensure that people can't share this link directly to someone else you could create a simple database table that holds a number and a time (max time valid) and when the user requests a file it will add a record to the database and when actually reaching the "download.aspx" you simply delete the record and give the requested file. If the number doesn't exists you redirect them to some page you like. Be sure to cleanup the table regularly to clear added records that where never used.

Good luck!