I've discover something. When the File Download window it's displayed with 
the following text:

"You are downloading the file:
xpto.jsp from localhost

Would you like to open the file or save it in your computer?
button OPEN  button SAVE  button CANCEL  button MORE INFO"

if I press the OPEN button then another File Download window opens with 
the rigth text:

"You are downloading the file:
file.pdf from..."!!!

i.e, the text desired!
So the first window is unnecessary and undesired!
How can I remove this first File Download window??

Please help!

A. Santos