You don't need to do anything besides make a link to the PDF. Files that are handled outside your web browser default to show that prompt you are thinking of... it is a prompt from your browser, not from the code of a webpage. If you're talking about FORCING a user to see that prompt, regardless of whatever download preferences they may have set, that's another thing, but I wouldn't advise messing with people's prefs.
You can't force the option to appear; as Don Hoagie notes it is a setting on the client side. One workaround is to provide two links, one to a PDF (which will usually open in a browser window) and another to a ZIP file containing the PDF (which will usually prompt to be saved locally).
So, for most the best way to keep the file from opening is to provide an alternate zip version.
Of course, there IS one other way built into all browsers that doesn't require ANY additional files or code -- simply include a line instructing your users to RIGHT-click on the link and choose "Save Target As. . . " All depends on what you think is reasonable to expect of the users of the particular web site.