configure download manager

[Douglas Alves]

When one is going to fetch a file from internet, be it a pdf, jpg, gz,
etc, the download manager queries whether to open it or save it to disk,
and gives the option to store the user's choice for subsequent files of
the same type.

How does one change this behavior?

e.g. I usually store pdf files to disk, but some magazines serve
articles on pdf which I don't necessarily want to save but only view.