Hi Louis Farrell,
CategoriesTree control just appends a QueryString to the url, so that a ContentView control filters its data source properly and you see filtered results. By default you cannot perform download actions using CategoriesTree control. On your page you could add DownloadList control that you can use to download files which are filtered by CategoriesTree control.
If the request of ContentHttpHanlder to a given content item is blocked and you get access denied error, check whether you have not added any custom handler that overrides the behavior of the default one and checks for the IPrincipal object and user's role. By default accessing files from images and documents module are not restricted from direct read access( there is no code that prevents this).
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