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It's an issue with file types and how they're recognized in the browser. Which is to say, how the browser knows what to do with a file based on the file type. It knows to open a .html file within the browser, and if you have some kind of PDF handler installed, it knows to open that in the browser, and if not, to give you some kind of "open/save" dialog.
The problems are usually that the file type indicated in the HTML header is different from the file name's actual extension. If the download script tells your browser that it's a .php file when it's actually a .epub, the browser will treat it like a .php file (which it doesn't know what to do with), and may or may not give you a "Save As" dialog, depending on the browser. If the headers do that, and don't give a suggested file name, the browser will give it the name of the URL it's downloading.
In short, it's some sloppiness somewhere in the forum code, but don't blame MR, because getting this stuff right is actually fairly difficult, given how complicated it is.
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