Tell Me What I Am Downloading
I get very frustrated with sites that prompt me to follow a link just to stream down a Word document or a PDF. I'm sure you've found yourself in the same situation many many times. You see a press release or an announcement, click the link and sit there while Acrobat Reader pops up its splash screen, maxes out the CPU, brings your computer to a crawl no matter how fast and powerful it is, does a background check for updates... Oh, and if it did find updates it'll freeze your browser. Why? Because it pops up a dialog in the background, but you can't see it even if you Alt-Tab. You gotta close all browser instances to see it.
If you make something available for DOWNLOAD, please, put a little image next to it or simply say "(PDF)" so I'll know not to click it or choose to save it to my disk. Doing so is polite in netiquette terms. Doing otherwise is thoughtless and rude because someone with a slow connection has to deal with Acrobat. I think the size of PDFs doesn't stand comparison with HTML.
Also, I don't understand what happened to Adobe and at what point their collective engineering brain started drawing blanks. What used to be a light, helpful reader turned into a monster. More often than not I prefer not to open PDFs online just to stop everything I'm doing, wait for Acrobat Reader to load and see if the multi-megabyte document contains what I'm looking for.
My point is: warn the users that your links point to downloadable files.