The download is specifying the mime type as application/pdf in the response headers so if the user has an application installed that can read .pdf files (such as Adobe Acrobat) it should work, the actual url does not need to be pdf, the file if downloaded by right click save as, does come down with a pdf extension (or even when just clicked it still is downloaded to the client machine as a .pdf file). It seems to be working correctly for me when I try it on our demo site. Make sure you are not changing the friendly name of the file to something other than .pdf since that is what the file name is changed back to upon download.
Hope that helps,
Joe