Ok I tried out your form & it emailed me and it had a good link in it, so the email part & finding the right file all look good. I assume you have it set to ‘Both’ (both link & email) and the link is not showing up is the problem.
Looks to me like it is not using AJAX and instead is just POSTing like a normal http form post. Normally, that is caused by plugins or themes that are conflicting somehow — usually ajax-related plugins are the problem. That could be it.
Or, it might be caused by a javascript issue of some type. I notice your page has a couple of errors. You have a: uncaught TypeError: Cannot read property ‘NoConflict’ on Undefined.
That looks related to the way jquery is being called. You have another similar message related to your Superfish menu.
Those errors could be the issue, though I kind of doubt it.
Another possibility is that you’re on the new Download Monitor 1.9, which I haven’t tried yet. I very much doubt it could cause this problem, but it might somehow be an issue.
In all likelihood, it’s related to your page — plugins or themes that are conflicting somehow. I suggest disabling some stuff & see if you can get it to work then. Particularly stuff that might affect http and/or ajax.