download link doesn't work the way I want

Anyone have such experience?
when I write the code to download a file say,
[CODE]
<a href="..\mypath\myfilename.fileextension">download</a>

The code basically works ,but sometime it pops a window to let user download the actual file, but sometimes the browser just redirect and display that file .

how can I suppress the browser's behaviour of displaying the file but actually download it?

thanks

Are you doing this in VB?

asp.net

see Mendhak's code -
http://www.vbforums.com/showthread.php?t=349036

Duplicate threads, never a good thing. :(