Setting up your own thank you page with an IFRAME is a bit of a tricky situation, all of the information we can offer on the subject is here:
But because that actually involves webdesign on your site rather than any settings within our cart it is not a subject we can give you any direct advice on.
It also isn't something that is going to solve your download link problem, because everything else is going to keep working the way it is right now in your account. Have you made edits to your thank you page or emails, or tested your purchasing process with a free checkout to see when and where the download link is being presented to you?
We've gone to great lengths to make that process redundant so that its hard to accidentally disable anything important, we both display the link on a thank you page after the buyer finishes checkout and send them at least two emails with links to where they can make a download on default settings, so if you can give us more input on the problem your buyers are having we can help you find what part of the system might not be working correctly.