Nice little Mac tip. In a nutshell, copy the URL to the clipboard, then click the downloads icon in the upper-right corner of any Safari window. When the download popup window appears, type command-V (or select Edit > Paste). The file to which the URL points will appear in the downloads list and start its merry way to your computer.
Nice. If this seems a bit confusing (or if you don’t see the download icon in your Safari window), follow the headline link for more step-by-step instructions.