In my project site, if I click on a link, the PDF opens in a new or parent window. Well I want a box to appear that prompts the user to download the file instead of opening it.
My server is PHP based.
Since your edit states that you're using PHP, here's how to do the same in PHP:
<?php header('Content-type: application/pdf'); header('Content-Disposition: attachment; filename="downloaded.pdf"'); readfile('original.pdf'); ?>