prereq: in the options, check the box that says that you want to always ask 
for a filename.

1. Download a .exe file

problem #1 : in the save as box I see unconfirmed_50667.download, which is 
not good. I should see the name of the file.

problem #2 : The original file name was setup.exe, I did not want that, so 
I changed the name in the save as dialog to something.exe, but it still got 
downloaded to setup.exe.

problem #3 : Don't ask me to "save" or "cancel". I just got that choice in 
the save as dialog.

So: If the save as dialog is to be shown (because the option is checked, or 
for any other reason), we should revert to the old download behaviour.