Sometimes when I download something in IE9, I get this download bar
And sometimes I get this dialog
Can I force IE to use one or the other? I would like to have only the dialog if possible.
As a user you cannot do that, no. As far as I know the dialog only pops up if a web site opens another tab which leads to a download (something along those lines, at least). So the website developer can change the behaviour, even though I think that's more by accident than intentionally.