Newbie - need advice on image downloads

[Potter69]

Hi, I'm a web manager rather than a developer,but I hope you can help? I am trying to create a text link to download a jpg file. See the downloads at

http://www.nihe.gov.uk/index/about-us-home/media_centre/media_resources/branding_guidelines.htm

As you can see, when you left click the link it opens a browser window with a red x. The URL is

http://www.nihe.gov.uk/he_identity.jpg.

Can you give me any help in getting this to open either a save/open dialog box or the image itself on a left click? I have administrative privileges, but the company which provided the website don't know how to fix this.