die adds a line number only if the message string does not end in "\n". So if you want to suppress the line number, you can do

open(LOG, "< $file") or die "Sorry could not open $file\n";
[download]

I was thinking doing an if/else and exit

I'd say stick with die. exit cannot be trapped later on (in case you decide the error can be handled somehow), and if you do not trap the die it will exit anyway.