Please tring following code:

 public  void download() {
try {
 attachment  attach = attachments.get(attachmentRowId);
byte[] binaryData = attach.getFile();

HttpServletResponse response  = (HttpServletResponse) FacesContext.getCurrentInstance().getExternalContext().getResponse();
FacesContext.getCurrentInstance().getExternalContext().getSessionMap().put("fileName", "FILE_NAME");
response.setContentType(contentType);
response.setContentLength(binaryData.length);
response.setHeader("Content- Disposition", "attachment; filename= \"" + attach.getFileName() + "." + attach.getFileType() + "\"");
ServletOutputStream out = response.getOutputStream();
out.write(binaryData);
out.flush();
out.close();
response.flushBuffer();
FacesContext.getCurrentInstance().responseComplete();

}
catch (Exception e) {
e.printStackTrace();
}
}

I have used your suggestion but it hasn't solved yet .
it write in page some character like this :
T?


???
???
???<A\
533;?
0??
&?????ᦙ\
3;@?@?@??????A\
533;n;?????????&#\
65533;?????????&#\
65533;?
&?@>??

but instead, I expect that the download  dialog be open in browser.
I use firefox 3.

You could use this code  :

public static void  download(String address, String localFileName) {

OutputStream out = null;
URLConnection conn = null;
InputStream in = null;
try {
URL url = new URL(address);
out = new BufferedOutputStream(
new FileOutputStream(localFileName));
conn = url.openConnection();
in = conn.getInputStream();
byte[] buffer = new byte[1024];
int numRead;
long numWritten = 0;
while ((numRead = in.read(buffer)) != -1) {
out.write(buffer, 0, numRead);
numWritten += numRead;
}
System.out.println(localFileName + "\t" + numWritten);
} catch (Exception exception) {
exception.printStackTrace();
} finally {
try {
if (in != null) {
in.close();
}
if (out != null) {
out.close();
}
} catch (IOException ioe) {
}
}
}