The current version of Safar installed on iPhone and iPod touch does not allow owners to download files.
But this is now possible thanks to a plug-in to be added to Safari which allow the file to be loaded into memory. You then need to connect via SSH to recover them on a computer. This plug-in can bow be downloaded from the following webpage: http://www.badongo.com/file/5387192
Erica Sadun from Tuaw already tested it successfully. It will most likely be very useful for SIM unlocked iPhone owners, and potentially a problem for iPhone carriers without an unlimited data access included in the subscription plan.
[translation by Linathael]