It is intended for use with links which are not currently written in the proper HTML format (otherwise you could simply use "Save Target As ..." in the normal way). For example, some links are designed to be accessed by way of specially written JavaScript functions and therefore contain JavaScript code in addition to the URL itself, eg. a link might contain the code javascript:URLLink('http://www.website.com/filename.pdf');, which cannot be accessed directly using the "Save Target As ..." function.
Simply enter the link (or copy and paste it) into the text box above and then edit it to contain only the URL itself. Then click on the "Make Link" button. The resulting link will be written in to the page immediately below the button. (The resulting link should in any event be updated automatically while you are typing in the text box so that there should be no need to press the button, but it is there in case you need it.) Then use Internet Explorer's "Save Target As ..." function on the resulting link in the normal way by right-clicking on the link using the mouse.
© Simon Adamyk, 2004.