Slow downloads are confusing

[ftrotter]

For downloads that are complex or very large, it is confusing to know when a download is complete.

Clicking the blue download button seems to do nothing for a long time, then it comes up with a "save or open" dialog box. Frequently, I find myself clicking the blue button a second time, thinking "I must not have started the download"... but then it ends up trying to download twice...

This whole system can be improved.