How to save a downloaded PDF document

I tried downloading a PDF in Mercury. Couldn't make it work. Entered a name and a file name and clicked download. Nothing. What am I missing?

Thanks to all of you
I just determined that or iPad or Safari is not mature yet or it Has some major technical limitations
I will expect that the native browser, Safari, to give the basic functionalities I find in the Windows Explorer
Anyhow as soon I have some time I will try the solutions you have suggested
And let you know