This could turn ugly very quick, with all kinds of race conditions rearing their heads. How do you know when to delete the file? What do you do if the connection gets broken before the whole file is transmitted? You could end up with lots of "old" files sitting around which will need to be reaped after some time. What if several requests come in almost simultaneously? You can't have different files, so all requests will have to "share" the same file and you will need to implement some locking system.
I don't think it is worth the trouble as anyhow once the file is transmitted to the browser, there is no way you can stop him from saving the file.
CountZero
"If you have four groups working on a compiler, you'll get a 4-pass compiler." - Conway's Law