It will entirely depend, on the client browser, whether it displays the download dialog, or just tries to open the file. Usually, a link like this:
<a href="\somefolder\somefile.ext">Download</a>
will prompt the dialog to appear, unless the client browser has a plugin that can open the file straight into the browser.
However you could use a server-side language to serve the file, and the headers explicitly to have the browser show the download dialog. but of course you'll need to go the forum of the server-side language of choice for a more detailed explanation on how to do it.
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Ignorance is not necessarily Bliss, case in point:
Unknown has caused an Unknown Error on Unknown and must be shutdown to prevent damage to Unknown.