Download files from secured sites

Hello everybody,

I am new on this forum, as well the new owner of an Acer Iconia A500 tablet.
I have just one question:
how can I download a file (pdf file, for instance) from a secured (logon) site? I login on site, find the download link, long press to get the options, I choose " Open" or " Open on a new tab" , det the message "download started" then 2 seconds after I'll get "download unsuccessful".
I tried the stock browser, then with Dolphin, Ninesky, Firefox, Opera, XScope, Skyfire without success.

Thank you!