Are you, by chance, on a pre-OS X Macintosh, like me? I found that if I click the download link, my browser (also IE) doesn't know what to do with the file, and I have to click the "Save As" option and save them to my desktop. Even then, it wants to give them the name "download.php" so I have to rename them in the dialog to what the author named them. Any name will actually work, as long as it ends in .pdb.
Try that, then hotsync them to your Tungsten. They'll work.
BTW - I also am on a Tungsten E, so provided you're on a mac, you should be golden!
