I looked around. It looks like if you know how you can change the settings for the file through your web server and set it so that they content type is application/ocetet-stream. Although it seems that IE may ignore this. Another way which may work is to put the file in a zip format - which will force the user to select to open it or to download it.
If you search around there are some more complex means which may work better - but it requires more than just some basic HTML or file naming techniques.