AFAIK, IE considers a streamed file to be an automatic download and thus
requires that the Download bar appears at the top of the browser.  Do stream
a file this way, you basically do this:
this.Response.Clear();
this.Response.ContentType = "<whatever the MIME type is>";
this.Response.AddHeader("Content-Disposition",
"attachment;filename=myfile.txt");
this.Response.Write(...);
this.Response.Flush()

And of course, wrap all that up in a try/catch so you can clean up when
done.

To do what you are asking (link to a file), you'd need to create the file
locally & drop it in a directory visible to the limited ASP user, and create
the link.  Problem with this is setting the lifetime of the file, as it
should be a temp file, but it's hard to know when the file is no longer
deleted (session ends aren't something you can count on being notified of,
as it doesn't happen in a cluster)