Thanks Anonymous Monk for the prompt reply.
So maybe I was using a wrong tool. I'm now experimenting with Win32::IEAutomation but the following script I've just come up with is too awkward.
use Win32::IEAutomation;
use Win32::GuiTest qw(SendKeys);
$ie = Win32::IEAutomation->new(visible => 0, maximize => 0, warnings =
+> 0 );
$example_url = 'http://china35.newhua.com/down/VideoCutter_Demo.rar';
$ie->gotoURL($example_url,1);
sleep(1);
SendKeys("S"); #simulates the keypress of "S" to Save
sleep(1);
SendKeys("~"); #simulates the keypress of Enter to choose the default
+Save As location
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