Formula URL directly to Download Folder

I have documents sweeping up to Amazon S3 each night and I have a URL Formula that lets me see them the following day.  However...when I click on the URL button the document loads up on my screen but does not automatically go to the Downloads Folder...I then need to save each document individually to the download folder...an extra step on every document...and we are dealing with 1,000's every day so it creates some extra work.  I have tried the browser settings and nothing works to have the displayed document automatically hit the Download Folder.  Ideas?