How do you download rather than stream?

Is it possible to download, say a music file, from a 'right click save target as' download link in the phone's browser?

I ask because ever since i made the switc from PowerAmp to Mixzing the downloading of a music file before playing it, is no longer available and I know that in windows you just right click save as. However, when i long press on a download link now, the only available options that pop up are related to which player i wish to use in order to complete the action. Which only gives me the option to stream it.

Is this a music app issue or do i need some sort of additional app that allows the option to download a file rather than stream it?

With PowerAmp, the file would be downloaded to your SDcard first.