Whenever a file download is initiated, Internet Explorer will present you with the following dialog. This dialog allows you to select want you would like to do with the file. If you choose to save it, it will also ask you for the file name and location.
Downloads are controlled by the ONDOWNLOAD command. It has two parameters that control the file name and the folder in which to save the file. It must appear before the macro command that starts the download.
Note: The general web page timeout also applies to downloads. So make sure that the timeout value is long enough to cover the complete download time. If needed, you can also increase the timeout value manually inside the macro with the SET !TIMEOUT command. Alternatively, you can add a WAIT SECONDS=#DOWNLOADCOMPLETE# command.