when downloading files, the save program to disk option missing

Hi i have a huge problem.
normally when u click a link to download something, a
window pops up that says save program to disk or just
download to temporary folder and play. And at the bottom
of that window there is an option to stop this window from
popping up ever again. I accidently clicked this option
and now the files always automatically downloads to temp
folder. How do i get the option back??

If you can help please email me at caes4@shaw.ca
thanks