I would simply compress the file and make it available for download as a .zip or .rar file. Probably .zip because not everybody can deal with .rar files.
Im sure you know how to do this.....just incase:
Click <a href="myPath/myFileName.zip" title="Click to download the zip file">here</a> to get my MPEG file. Oh and merry Christmas to you all!!
Wind is your friend