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How do I prevent this file from downloading?
I'd suggest you either downgrade the quality, or - if it's a music file - provide only a short sample.
You can serve sound files in a streaming mode such as Real Audio rather than as a file but this still won't prevent canny users from storing the stream as a file, although it may discourage them.
There are some great apps out there that will capture the stream as an .mp3; or whatever the user wants.
The answer to these questions is always the same, if you don't want people to have it - don't put it out there to be seen, heard - whatever.