Asked the experts: I tried to download some files when I clicked the link and the pop-up window appear and display an error message as below, how to solve this problem?

CGI Error
The specified CGI application misbehaved by not returning a complete set of HTTP headers.


Please help

That is probably due to poor encoding of the web site you're visiting.
You may get over it by retrying the operation.
You may also send a message to the site owner that he should review the "php" statements.