ModalPopupExtender Hiding problem

I'm sure, you are showing the download popup from code behind. And ModalPopupExtender will be hidden after postback. Just make it visible from codebehind also. See this:

private void fnShowDownload()
{
     //Here is your code to show the download popup.
     ModalPopupExtender1.Show(); //Call this method to show the popup. 
}

--Amit