Why doesn't GDM take over my download?

Check four things: the extension is installed and turned on; Options → General → Use advanced browser integration is on and your browser is ticked; the file's type is in Options → File types; and the site isn't in the list of sites GDM leaves alone. Right-click a link and choose Download with GolinksPRO Download Manager to send any file whatever its type. More in Troubleshooting.