Instead of linking directly to the file, I'd recommend having the link open a "download.cfm" file, pass an ID or filename as a URL parameter, and use CFCONTENT and CFHEADER to serve the file. You can set it for inline or attachment - IE will offer you the choice, regardless.
UPDATE: Here is how I do it, if you're interested.
I will try to check with your code . But there are many places and we are trying to avoid any coding during this migration , so trying to find out any changes to configuration files or some patch updates that might be available to resolve this issue