using SaveAs box when downloading document from FTP

[VMHatup]

I'm trying to download an mpg file from my FTP (IIS Server) using document.execCommand("SaveAs",true, "GuayamaEng.mpg"). The problem is that when I get the "Save As" and I click OK, it basically creates copy of the html page with the link and names it GuayamaEng.mpg. Since it's a large file, I need that the user be able to choose where he will save the file. What can I use?
Thanks,
VM

[VMHatup]

Thanks for the info. Since I'm pretty new with web development, where would the server-side code be? This is just to get an idea of what to work in.
Thanks.

[pyro]

If you need the PHP version look at http://www.infinitypages.com/research/download.htm (note: That script is currently insecure, and shabbily programmed. I'll try to rewrite it soon, to account for some of the security concerns and use better programming...)

[edit - I got rid of the crappy programming, but won't have time to fix the security issues for a bit. Use at your own risk!]