[jQuery] Can Jquery fetch file, and display download dialog?

[Genu]

Ok here is my problem. I generate this link with PHP:
<a id="7" class="download" href="http://www.myServer.com/2008/01-01-08-
PM.mp3">Download</a>

then I have this js:

var $j = jQuery.noConflict();

$j(document).ready(function() {
        $j('.download').click(function() {
                var link = $j(this).attr('href');

        });
});


Basically, I'm trying to have the download link show the download
dialog in order to download that MP3 file, instead of opening it
automatically with the associated player. Is it possible to use jquery
to request the file with an ajax request?