There is a possible solution to this scenario that can be achieved using a combination of widgets and permissions.
Place a download list widget that lists the documents that should be downloaded. Modify the widget template for download list. You should remove the url to the document and use a simple link that will redirect the user to a target page(this will redirect the user when clicking all of the listed documents ).
On the page where the user will be redirected you can have a login widget(login widget can also redirect to a specific page by specifying the page in DestinationPageUrl textfield of the widget) and some instructions that the user should be logged in to download.
Then you place another download list widget on this page or another page or the same page where the login is.
Apply permissions to the download list widget so it can be viewed only by certain roles, users, or authenticated.
This is the approach using the out of the box Sitefinity widgets.
All the best,
the Telerik team
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