You can make a file saved with a .php extension, the only thing in it will be this
header("Content-Type: video/avi; name=movie.avi");
header("Content-disposition: attachment; filename=movie.avi");
Change the name to match your movie name change the filename to match the movie file location. If you go to this page it will prompt a download page. You could directly link to this page and the user will be asked to open/save the avi file, but I think the zip method works fine as well.