I'm trying to link a pdf document from a static html file.
What I'm using is:
<a href="some_pdf_file.pdf">My pdf File</a>
the open/save dialog comes up in firefox but not in IE7 or IE8.
I believe I have to change the MIME type but I don't know where to change it...
Since it works in Firefox I assume the file is actually there and accessible. In that case it depends on the browser settings how the download is handled. It might be that the download happens in the background because you setup that it should automatically download everything into a predefined folder (e.g. My Downloads/).
Check the IE settings to see where it puts downloads and check the folder to see if downloaded the file.