That regex isn't too bad. Your assumption about : not being allowed in a filename is completely wrong. About the only character not allowed in a filename is a directory separator, such as / on Unix.

But apart from that, I have a few minor suggestions on your regex.

1. Inside a character class [] a period does not need to be escaped.
2. You should use /x. It makes your regex easier to read.
3. \d is usually preferred to [0-9]. It makes your regex more portable.
4. You have an unnecessary set of parens in your regex: (?: ).

Rewritten, it would read:

/
  ^
  [^.]+ \. \s      # Ignore the line numbers

  (.+?)            # Capture the file name

  (?:
    (\d) \s        # Capture the optional leading size digit
  ) ?

  (
    \d+ \. \d {2}  # Capture the rest of the size
  )

  \s MB .*
  $
/x
[download]

After this, your file name is $1, and your size is, as you stated, $2$3.

And yes, there is an ambiguity, where if the line was:

1. go 2 123.45 MB
[download]

The regex would parse "go" as the file name and "2123.45" as the file size. There's no way around this given the format of the input.