Pham, this is for Netscape 4.05, 4.04 is the same; earlier versions work a little differently but on the same principle.
Open preferences (Edit menu) and select Applications under Netscape. You will get a list of file types.
Find the type you're interested in in the list. This may take some work, but if you scroll through the list, as you select each type it will tell you what extension(s) make up that file type.
When you've found the type you want, click edit. In the dialog box, click "Application" then check the box labeled "Ask me before opening/downloading files of this type".
This doesn't seem to work for files Netscape knows how to open internally (eg, txt, html, etc), but it works for other types. I don't know how the heck you keep netscape from opening a text file, for instance.
In an earlier version I had a terrible time getting netscape to download PDF files rather than open them, but that seems to work ok now.
Good luck,
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