You can't do that anymore.
At one time browsers did allow you to say click on a download link, and then choose run.
but, these days, for reasons of security, it not really possible - and this ability is controlled by the browser settings, and not your asp.net web site code.
It simply too high of a security risk. So, when you download a file?, then users will have to open their download folder, and choose run in most cases.