I have been using:

print $q->header(-type=>$type, -Content_Disposition=>"filename=$node->
+{title}");
print $$data;
[download]

...with a script that grabs files (mostly photographs) from a database and sends them to the browser. After determining the mime.type and verifying the data, of course.
I have never had IE not respect the filename I sent it.
This is running from Apache/1.3.26 (Unix).
-xtype

P.S. Oh, and I agree with this post, except that I would like an option between the node ID or the node Title (set in user prefs). Maybe it would default to node Title for the Anons. pmdev...get to work.

update: Also, I would like to see it sent with every request. I see no need for a "save" link.