Redirect to sign on for download link?

I have a document download link for existing users of my app. The download link works correctly, but if the user is not already authenticated they receive the following 404 error: 'The specified File doesn't exist or had been deleted' which is very misleading.

I feel like they used to be directed to sign in first (if not already authenticated), then the file would download. How do I insure this behavior?

Thanks!