Yeah, there is. It does require specifying some headers. Exactly how it works depends on what language you're using, but here's an example using php, taken off of php.net:
<?php
// We'll be outputting a PDF
header('Content-type: application/pdf');
// It will be called downloaded.pdf
header('Content-Disposition: attachment; filename="downloaded.pdf"');
// The PDF source is in original.pdf
readfile('original.pdf');
?>
Basically, first we tell the client what type of file we're sending, then we tell the client that what we're sending is an attachment, and it's name, instead of it being a page to display, and then finally we print/read the file to the output.
Given that you're already using php to generate the xml file, I would suggest adding the header commands above to the code that generates the xml file, and see if that does the trick.