...stupid tap&hold menu of PIE. I never really use it, so I sillily (is that even an english word?) supposed it would hold the same functions of the context menu of IE (which I don't use as I am a firefox addict).
Weirdly enough, I get the same exact problem with netfront33, it spontaneously opens it as a text file, so I would guess it's a problem of how the website defines the link. Anywhow, from sindei netfront33 I was able to opena contextual menu which allowed to to save the "link target" in a specified path, and after the CAB was completed (no progress bar tho) I could verify it starts the install process.
This is the link to Menneisyys's gude tho:
guide
I couldn't find it among the stickies inside the apps forum, weird, but I got to it via a link from inside the web browsers roundup.