>>
>>Now, you should see the save dialog in nearly all versions of IE...
>
>Thanks. Useful information.

As I said, this should work for nearly all version of IE, I dont know for netscape or mozilla...

The other way if you dont have acces to the sevrer is to return 'false' on the click of the link
and provide a tooltip which explain that in order to view the file, you have to 'right-click' and 'save as' like this:

<a href='myfile.txt' 
 title='Right-click and select "Save as..." in the menu to download the file.'
 onclick='return false;'>Download my text file</a>

HTH :)