You are getting that message because you have not specified which file to download.
Take a look in script radicore/xample/person_filedownload.php for a working example. It uses subclass x_person_s01 which contains the following code in the _cm_post_getData() method:
function _cm_post_getData ($rows, &$where)
// perform custom processing after database record(s) are retrieved.
// NOTE: $where is passed BY REFERENCE so that it may be modified.
{
// specify which file is to be downloaded
foreach ($rows as $rownum => $rowdata) {
$rows[$rownum]['download_filename'] = $rowdata['picture'];
// 'inline' does not give any option to save
//$rows[$rownum]['download_mode'] = 'inline';
} // foreach
return $rows;
} // _cm_post_getData
All this is described in http://www.tonymarston.net/php-mysql/dialog-types.html#filed ownload.