Simple: "Products 2" is not a integer! (Plus, there is a spurious close bracket in there) Even as a string, it would need to be a quoted value:
INSERT INTO Downloads (UserId, ProductID, DownloadDate)
VALUES
('1', 'Products 2',GETDATE()),
('2', 'Products 1',GETDATE()),
('2', 'Products 2',GETDATE());
But ... what datatype is ProductID, in both the Products and Downloads tables - they need to be the same, and the inference from the error message is that at least one of them is an INT while you are passing a VARCHAR (or NVARCHAR) value.
I'd have a close look at your table definitions and check what types you are trying to use: the quoted UserID kinda implies that's a string as well and it probably should be an integer, and not quoted in the INSERT statement.