If you want to get an "Save as" dialogue, then you need to set the content-disposition in the header to "attachment". The default value is "inline".
Best solution is to create kind of a FileServlet and let it stream the right file as a download to the client. You may find the downloadFile() snippets at the bottom of this article useful: http://balusc.xs4all.nl/srv/dev-jep-pdf.html Put it in a FileServlet and call it using for example <a href="file?name=sample.exe">.