The file type my user was attempting to download was a ".indd" file.
This error is caused when the filetype is not a supported "MIME" an IIS Web Server.
In the event you want to add a new unknown file type under the IIS Website, click MIME Types.
Add the unknown file extension users are attempting to download.
After adding the mime, do an "iisreset".
Users will now be able to download the unknown file type.