Funny thing is that this used to be the old behavior and it was changed after a number of customers argued the opposite. For them it was counterintuitive that the link did not spark a download. What you'll need to do is to edit the ColumnList.Text in the corresponding (ViewCollection.ascx.resx, ViewCategory.ascx.resx, etc) resource file. The original is:

FileCheckBox|Select|24|||||||;TemplateIcon||24|||||~/DesktopModules/Bring2mind/DMX/images/View.gif|Details||EntryId||EntryId=[PARAMETERS]&Command=Core_ViewDetails|False||~/|Icon16||||;Description|Description||||True|Description||||||Default|;StatusLocked||24||||||Locked|;StatusPrivate||24||||||Private|;StatusDeleted||24||||||Deleted|;StatusApproved||24||||||Not Approved|;StatusAttention||24||||||Attention|;ActionDownload||24||||||Download|File;ActionJump||24||||||Jump|Hyperlink;ActionJumpNew||24||||||Jump in new window|Hyperlink;LastModified|Last Modified|100||{0:d}||LastModified|||;Author|Author|150||||Author|||File;DateSubmitted|Created|70||{0:d}||DateSubmitted|||;FileSize|Size|70||||FileSize|||File

Try changing it to this (changed part in red):

FileCheckBox|Select|24|||||||;DownloadFileIcon|View|24|||True||~/DesktopModules/Bring2mind/DMX/images/View.gif|View Item|;Description|Description||||True|Description||||EntryId||EntryId=[PARAMETERS]&Command=Core_ViewDetails|False;StatusLocked||24||||||Locked|;StatusPrivate||24||||||Private|;StatusDeleted||24||||||Deleted|;StatusApproved||24||||||Not Approved|;StatusAttention||24||||||Attention|;ActionDownload||24||||||Download|File;ActionJump||24||||||Jump|Hyperlink;ActionJumpNew||24||||||Jump in new window|Hyperlink;LastModified|Last Modified|100||{0:d}||LastModified|||;Author|Author|150||||Author|||File;DateSubmitted|Created|70||{0:d}||DateSubmitted|||;FileSize|Size|70||||FileSize|||File

I don't have time to try it now, but this should be it. If you get an error replace with old string and let me know. I'll do a test then.

Peter