Hello Shalaka P. Sawant,
Please note this behavior does not relate directly to Sitefintiy, as it's your current browser and server settings that determine how a diiferent file type download will be handled. If you insist on making sure that your files always propt the Save As... dialog instead of opening in borwser, if the borwser's capable fo doing this, I'd recommend you to take a look at the discussion in this article on ASP.NET forums:
For our DownloadList control we use Repeater or RadGrid, so you can hook up to the link's OnClick event and apply similar solution to the one outlined in the discussion.
the Telerik team
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