Safari 5 stopped prompting for file name when downloading.

On Safari 4, when I clicked a download link, Safari always prompted for a file name, so I could change it before starting downloading, I installed Safari 5 and "this" feature dissapeared. Can anyone help?
Thank you in advance,

Works for me: Right-click on the Paint.NET download file here.
It opens a menu. I click Download Linked File As... and change the name. It downloads.
What experience are you seeing?