We would be glad to assist, we just need a bit more information:
Is this behavior the same in all browsers?
How is the site being hosted? Azure, Amazon S3, etc.
Where in the system are you downloading these files? Live page, CMS Desk, etc.
Which hotfix has been applied to this instance (if any)?
How are your Page and HTML declarations configured?
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">