Yes, I have an actual header.php file that is loaded before the download page loads. It contains the the stating <html> stuff, draws the logo banner and menus, etc. So taking your advice on output first, I had it do the header () command before including the main and config files and drawing the header, and it works perfectly.
Thanks you guys so much for the help. Already since I was doing this, I got 5 downloads from the teddybear and 3 from the fish!!! Good thing I'm tracking them, now I know what people like.