I had the same problem with 1&1, and doing what etow suggested did work.
AddHandler x-mapp-php5 .php
AddType x-mapp-php5 .php
was added to the top of my .htaccess file – perfect downloads now. Thanks!
You could take a look at this plugin: http://www.cagintranet.com/archive/wpmu-protect-pages/
I may or may not work for single-installs of WP
