print "Content-Disposition:attachment;filename=file.txt\n";
print "Content-type: application/octet-stream\n\n";
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Should work on at least some recent browsers. How about also appending the filename to the script url? Something like this:

<a href="script.cgi/filename.txt?downloadid=1">download the txt file</
+a>
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Any rate, these kind of tricks are not really very well supported or standard, so expect to disappoint some users.

-- 
Joost       downtime n. The period during which a system
            is error-free and immune from user input.
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