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For most file formats, if you click on them to download them then they will open in a new tab - e.g. PDF files. This is not always what is required.
This behavior can easily be prevented - the only requirement is that the Apache mod_headers module is activated. If this module is available in your setup, just insert a .htaccess file with the following content:
<FilesMatch "\.(?i:pdf|jpg|gif)$"> ForceType application/octet-stream Header set Content-Disposition attachment </FilesMatch>