Porting over from http://bugs.jquery.com/ticket/12829, http://bugs.jquery.com/ticket/10536.
We seem to get this complaint periodically, that clicking on the download links doesn't actually open a download dialog box, the user has to know to Save As...
Perhaps the verdict will be against it, but I think we should have the discussion, as it was never really addressed on the bug tracker because that wasn't the right place to have it.