Exe/rar files download as index.php

Hi,
I have uploaded exe and rar files for private access, however when a user clicks to download the files they are asked to save it as index.php.
Jpg's, gifs and text files work fine but anything else is saved as index.php. Firefox displays the file type correctly however it is still saved as a php file while IE displays the type as php always.
Am I doing something wrong or has anyone experiened this before?
Thank you.