How Can I Start a Download, for a Certain URL of a File?

Hi


I am using Windows XP SP3, and IE8.


Let's say IE is open now,
and I have a URL for a file, for example http://domain.com/folder/file.pdf
and I want to start a download for that file..


So I will see the Download window opening, and everything else that it does..


Anyone knows how to do it?


Thank you
Zohar