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1. You can clear up the confusion easily by making your download button the action color (blue like the close button). Add a download icon to it if you have a newer version of Filemaker. This should clear up some of the confusion
2. Large files will always take time. I would look at compressing the files first.
3. Progress bars are out there. I wonder if there is a way to leverage the inline progress bar.
You might want to look at the demo files from this talk:
DES005 - User Experience vs. Usability - Jordan Watson
It has a lot of things that don't perfectly match what you need but could apply.