Just upload the file to your webhost or S3 account.

Then give them the link directly to where the file is located. When they click that link,
the file will begin downloading.

Make sense?

I believe that your email opt-in is a form so here is the way you can do this quickly and easily which I have used in the past on a couple client's sites. When you set up the form to capture the visitors email addresses make the form function so when they enter the email and click submit the form redirects to another page such as a confirmation page for a successfully submitted email. Instead of actually sending the visitor to a confirmation page enter your download's exact URL so when the script functions and directs to page #2 the download window appears for them to save the program to their computer.