There is a setting in the ftp download dialog box that you can check/uncheck -"Always ask before downloading this type of file"
Remember it's for an FTP download, not http
I unchecked the box, so it will not ask before downloading, it will just download and start the unzip application. OK, no problem.
Problem is that I cannot find the setting to select back to..., ask before downloading. Where the hell is this setting?