Yes, this feature have been available for some time. It existed in
Mosaic 1.x for X in hack form: URLs ending in ".saveme" or ".dump"
automatically activated its "save file" dialog box. It is in there
(and in lynx and probably others) in a more reasonable form. The
MIME type "application/octet-stream" causes a save-file dialog.
I use it quite a bit; see http://www.cs.ubc.ca/ftp for one example.
So it all boils down to convincing your server to send the right
MIME type. You can add a new suffix, say ".dump" for application/octet-stream
and do things like:
ln -s file.gif file.dump
However, that raises a small issue in what the browser gives as a default
name for the file. You'd rather have "file.gif" than "file.dump".
One possibility I explored that if "_download_" appears in the local
file name, it triggers the app../oct.. MIME type. So you can do stuff
like:
mkdir _download_; cd _download_
ln -s ../*.gif .
In the best of all worlds, the browsers would understand
Content-Type: application/octet-stream; name="foo.gif"
and life would be easier.