Download direct to computer

On my site http://www.preferatele.com when a registered user want to download a .zip THROUGH redirection to doc.zip i get an error (message) from internet explorer : “Internet Explorer blocked this site from downloading files to your computer”.

I would like to know if it’s possible to give the doc.zip to the user without this step.
You can try to download different articles form different addresses:
http://www.preferatele.com/docs/astronomie/2/astronomie1.php
http://www.preferatele.com/docs/engleza/3/engleza6.php
http://www.preferatele.com/docs/romana/25/romana6.php
http://www.preferatele.com/docs/diverse/7/diverse9.php
Thanks