Missing a Safari / IE setting??

[Scott Warren]

When using OS X 10.2.8, there are some websites I visit where they have 
a pdf or something to download.  When I click on the download, I get 
the download window but what lands on the desktop is a .ASP file, not 
the .PDF that I requested.  When I open the .ASP with Adobe, there is 
the PDF but thats very annoying that is showed up as an ASP. (yep, I 
know asp usually stands for active server page).

So is there a setting I am missing that is causing this to happen???