From your comments, if the user downloading the file is the issue, then there's no way to get around it, as they have to download the file in order to be able to run it.
There's any number of ways to get around whatever you could manage in browser, from proxies like Fiddler intercepting the data, or lower level things like packet sniffing. Or even simply going into the browser's temp/cache folder and copying the file out once it's running.
You could probably get around most laymen by having a program that they can download that registers a file extension with Windows. Then the file downloaded from this site would have the URL of the actual data obfuscated somehow (crypto/encoding/ROT-13/etc). The app would then go and grab the file. The initial program could even have whatever functionality provided by what you want to download, but it needs the downloaded key.
But this is moving into the area of DRM and security by obscurity. If an attacker wants your file, and it's on the Internet, they will get the file.