You may wonder how to be sure the file gets saved to disk rather than being displayed or loaded or whatever. In short you have little control over what happens when a user downloads a file. Most people know how to right click and Save To Disk. Others may have a plugin to handle the file. Just let people manage that part by themselves. Your job is simply to offer it for download.
FAQ:How do I make a link open in a new browser window?
A: Well, first of all, this can be done easily by your visitor if he wishes. All he has to do is right click on the link and choose "Open In New Window".
If we figure that you want to force this action for whatever reason, you can add target="_blank" to the link...
Go to <a href="http://www.cnn.com/" target="_blank">CNN</a>
One more note about links... It is perfectly acceptable to link to someone's web page(s) without asking. Links are what makes the Web the Web. Again, because this is a very common newbie misconception... if you want to link to another web page... just link to it. You don't have to ask permission, even if you really really feel like asking would just be the polite thing to do... it's just not necessary. Now, that said, it's NOT a good idea to link to someone else's media... such as images, movies or sounds.
Now that you've learned how to make links, I'm going to tell you about one of my pet peeves. I hate searching for information on widgets and all I get are pages with 14 dozen LINKS to widget sites and nothing else. I follow some of those links and I get MORE LINKS to more widget link sites... but never any friggin widgets!
If you're making a web site, of course include links if you think it adds value, but try to refrain from having a site that consists of nothing more than a bunch of links... especially links that link to even more links!