MD tends to download files with the filenames presented to it.
If you know what extension it should be, just rename it, if not search for gnuwin32''s file command (if it recognizes it it will tell you, otherwise not).
With the extremely limited information you provided I can only give you this as a generic hint.
Could you please give us a link of the problem download for a test? You can write it here or send it to firstname.lastname@example.org email with a short description of the problem. Thank you!
Jan, thank you for your help! :-)