(??)

Sorry, but there are no Passwords or alike (nor any Account) required for Downloads.

Just click & save is how it's supposed to work.

Since this is the first time anyone reported such a behaviour, please tell me what File(s) specifically you're trying to download (and with which Browser, if it's a out-of-the ordinary one).

-- edit --

Ah, got it.
You're using a specific Download Accelerator which is denied access to the Servers.

Just disable this Program for the moment and download the normal way, this will work without Problems.