Or, possibly, if it's a site like tesnexus.com for example, *don't* right click a download link and "save link as" or whatever; instead, simply left click (or click, if you're on some weird, alien equivalent to the PC) the link. The PHP code will then take care of the rest, and in a very short time (hopefully!) you'll actually get your download.
If it's a real site problem though, please don't take the above the wrong way. Just trying to strike out the most obvious possibilities first.
Not trying to tell you either what you have done, or should do, here!