Downloading Vs Auto Open files on Web

When setting up a website is it possible to force a user to download a file instead of having the file just automatically open? Some file types just automatically seem to open while others require you to download them first. If I have a number of PDF files that the clients will want to download rather than open in Acrobat immediately, can I force this to happen? As far as I can tell it doesn’t have anything to do with the HTML tags or anything server side so I’m assuming it must be client side.Any thoughts?