I don't know about IE, but in Netscape (on Linux), you specify how you want the helper called using tokens like %s or %u to signify either the local temp file name that was saved, or the url that the helper app should contact.

ie: for text/xml, I have this...

    text/xml    Eterm -e less "%s"
[download]

and for streaming Real files i have this...

    audio/x-realaudio    realplay "%u"
[download]