you get to decide. press yes, it downloads, press no, it does not download. press yes, then tick "always use this answer", and it will always download any file you request without this message reminding you. press no, then tick "aways use this answer" and will never download a file if the file doesnt have a license associated with it.

you can always change the "always use this answer" option at any time by resetting the message box. please see: Revert Popups to Default