@Anonymous Monk, Thanks for the input.
If I copy and paste the URL in the browser's address bar (FF3.5 or IE8) and then press the Enter key, a Save File dialog would pop up. But I've also noticed there's something tricky. For example, in the sniffer program URL Snooper, there's a Manually Scan a URL box, and if I copy and paste the URL into there and then press the Open in Browser button or the Download button, I would receive a 500 Internal Server Error as you described and refreshing would not solve the problem. Then if I redo the URL copying and pasting and then I press Enter, that Save File dialog would pop up again.