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I'm guessing I might need to route the file through a PHP script with something like..
<a href="force_download.php?file=piccy.gif">Download piccy.gif</a>
..but I'm not too sure of the header info I might need to use.
Using .htaccess in a folder containing those images, you might be able to trick the server into serving up .gif's as it would a .zip or something. Similar to how you can use .htaccess to have .inc files interpret as .php.
Other than that, all I can suggest is that you find a method of automating the process of zipping up that .gif and then serving up the .zip file instead.