When trying to open SQL File on the web through Internet Explore (IE) sometimes it will show the file right in IE because it thinks it is just a text file so does not prompt you to open the file or save it.
You can change this by editing the following Registry Key:
[HKEY_CLASSES_ROOT\.SQL]
Delete the Value “PerceivedType”.
And change (Default) to “sqlwb.sql.9.0”