How do I get download prompts back?

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From: Will (anonymous_at_discussions.microsoft.com)
Date: 09/05/04 

Date: Sun, 5 Sep 2004 10:04:39 -0700

After downloading service pack 2 (I use XP Pro), the
download prompt changed and confused me a bit. I
unselected the 'always prompt for this file type' message
thinking it would just close the annoying security
prompt, but now the file type in question (.zip) always
opens after it's downloaded instead of just saving to a
location. I know I can just right click the download
links and select 'save as' but I'd also like to get the
old prompt back, how is it done? The guide on this site
only explains how to do it on older versions of windows.
XP is totally different.

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