Currently the download script is sending a Content-Type of "unknown/unknown" and no default save-as filename (so it gets set to "msgplus.php")
To make that a little more user-friendly, you should add some headers...
header('Content-Type: text/plain');
header('Content-Disposition: attachment; filename=msgplus.ctt');
Those will set a Content-Type that makes more sense (I didn't use text/xml because that makes Opera want to save as "msgplus.xml" for some reason), force the browser to show a "Save As" dialog, and make the default filename "msgplus.ctt".