Using most browsers, however, it's relatively easy to work around these behaviors. In my personal favorite, Mozilla, I just command-click the download link, and the download page opens in a new tab while keeping the current page frontmost (you can set this up in the Tabbed Browsing preferences). I notice a new tab has opened, and then five or so seconds later, I get the "Save file..." dialog box. I click "OK", and the download begins. When I'm done downloading the various programs I want, I just close the main browser window and all the tabs vanish.
You can do similar things in OmniWeb (control-click and then "Open link behind this window") and Internet Explorer (control-click and "Open link in new window," although it will open in front of (but offset from) your current window). Both of these methods will leave a number of windows onscreen if you're downloading multiple programs, which is one reason I greatly prefer the tabs in one window approach of Mozilla.
Editorial blurb: Does this mean that I deny these sites revenue by reducing their ads' impressions? No, as the ads themselves are still loaded and displayed, it's just that I never see them. It does mean those advertisers appearing on those pages will never get my click-through. And that's fine with me, for I'd rather not encourage this behavior. I do, however, often click-through on ads on the main pages if I see something of interest.

