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What is the exact version of Adobe Presenter you have ? (Help -> Adout Adobe Presenter)
Which browser are you using ?
What file formats are you adding as an attachment in your PPT ?
Have a try "Right click on the link" -> Save Target As ?
I'm using the following:
Adobe Presenter 8.0.1 build 260
Internet Explorer 8.0.7600.16385
File formats used in my attachments panel: Excel (.xls) and PDF (.pdf)
I can't right-click the entries in the Attachments panel because doing so brings up the Flash pop-up menu which does not contain "Save Target As" or any other "download"-type entry.
I see where the confusion lies now. I never get the download window (3rd graphic in your post above). When the attachment names are long enough to require truncation to fit them in the Attachments panel display, then when I click them absolutely nothing happens, including, the download window does not appear.