Graham TECRIDIBLE If they are links to external files you could just use a landing page on your site the same as filelist and send the url of the file to it
or maybe based on something like this jquery which shows a js popup when the link is clicked

<script src="https://ajax.googleapis.com/ajax/libs/jquery/3.1.1/jquery.min.js"></script> <script> $('#redirect').on("click", "a", function() { var href = $(this).attr("href"); alert("You're trying to go to " + href); }); </script>

demo http://baretest.xtgem.com/tests/index
This example will show the pop up when links inside the wrapper element with id="redirect" are clicked this stops it showing on other links on the page (like normal navigation links)