Go to the page then redirect the browser to the file, the redirect will not take the browser away from the page it is on.

The page you see on sourceforge is not the one that gives you the file, if you have a tool like tamper (for FF) you will see that there is an HTTP call made to the file after the "thank you for downloading" page. If for some reason it does not open, there is a link to the same page it directs your browser to.

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The tool I likely used to answer your question.