When you supply files that web browsers can open they are usually opened inside the browser, rather than being downloaded. This can be annoying, especially where PDF documents are involved. You could supply the files in a compressed format in order to force users to download them, but this is also annoying as the user then has to uncompress the file.
You can force the web browser to supply the file as a download by using the header() function in PHP. The following little bit of code will take any filename and supply it as a download.