Option-return to download links?

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I tried copying and pasting a link into the address-field and option-returned as I normally do in Safari to download the file. Except it didn't work and created a separate addressbar instead. What gives? :confused:

[Forrest]

got example?

[- - e r i k - -]

http://content.ytmnd.com/content/c/0/6/c061a7e02b7436c745ea2c4b5a90a060.mp3

Copy link to location bar and hit option and return. In Safari it will download the file, in OW it won't.