Javascript question

whenever i see a website that has a link which starts a download, the source code is always a javascript action.

something to the effect of:
run javascriptNow('http://www.website.com');

or something of the sort.

any of you java kids out there be willing to let me know the script? i just want a universal script which will allow me to make links on my webpage, that when someone clicks on them, will download a file which is uploaded to my webserver.

thanks