Is there a way to always get the "File Download" prompt when clicking on a document within a document library?

Question

Hi there,

Is there a way to always get the download prompt, "Do you want to open or save this file?" dialog in IE when you click on a link to a document (for all file types) in a document library?

PDFs and image types, etc. open in the browser, while some activate the open/save dialog. I believe it's all just on the client for the default behavior, but can anything be done via SharePoint?

Thanks,

Luke