First, just to clarify how our standard download delivery process works:
After the buyer finishes checkout and the payment processor confirms the buyer's payment was good and completed, we grant the buyer access to a thank-you page where we present their unique download link(s) automatically, and we also issue them a thank-you email with a link to reach the thank-you/download page in case they did not proceed to the download page after checkout.
This behavior is by design, as we have found that embedding a direct download URL in the thank-you email itself leads to all kinds of frustrating unpredictability due to the multitude of different email programs, interfaces and systems that all behave and interact in different ways, not to mention anti-virus, anti-spam and other security scanners that can get involved in how a user receives email.
By contrast, there's only a handful of major Web browser programs that tend to behave in similar or at least well-known and consistent ways, so we can test our service with all of those for more predictable, reliable results. Most users who have ever downloaded anything before would have done so through their Web browsers, so they should already be familiar with that process.
It should not be necessary for buyers to right-click the download link on your thank-you page. They can simply click the "Click here" link we provide, and their computer should then ask them what they want to do with the download. If you want to assist customers who aren't sure what to do at that point, you can advise that they should choose to Save the file, and make sure they pick a folder where they can find the file later, after they're done downloading it (saving the file to their Desktop is a good choice for this).