Go to Seller Admin > View/Edit/Delete Products, select an affected product and click Edit. Make sure the Single File Download setting is UNchecked.
If you don't want the buyer to receive a separate email for each product as well as your common thank-you email for the order as a whole, make sure you leave each product's Email Message field blank. (You can customize the common thank-you email in Seller Admin > Account Preferences.)
If you change any settings, click Next until you can Submit changes.
Repeat this for any other affected products.