According to the Content-Disposition RFC, the Content-Disposition header is optional, and in its absence the user-agent (browser) can decide how to handle each file. From memory, if you can set the Content-Disposition to inline it will force the browser to open the file in a browser window. If it is set to attachment this will force the save file dialog to appear.
To get this to happen in PHP you could have a proxy script that sets the Content-Disposition header, sets the other required headers (such as Content-Type: application/pdf from memory), then writes the file. There may be better solutions using .htaccess rules that I'm unaware of.
This question (as I've interpreted it) really belongs in Stack Overflow IMO as this is something developers are concerned with, not users.