Unable to download file from FileDownload UI Element - Java Web Dynpro

Hello Experts,
I am facing a strange issue.Scenario is:
I created an java web Dynpro application (Please note that it is just a standalone WD app, not integrated in portal) with just one FileUpload UI Element ,one FileDownload UI element and one button (for triggering an action).
I browse a file (e.g. text,pdf,doc etc.) and click on button. It uploads the file and when I click on download, there are two cases:
     1) Simply click on download does not downloads the file and shows error: "Unable to download <file name> from <server name>.  Unable to open this Internet site. The requested site is either unavailable or cannot be found. Please try again later." Though it is opening the file,showing the content.
     2) I opened that portal URL in a new tab in same session and logged in with a portal user. Now if I click on download link of same WD app opened in different tab of same session, it downloads the file without any error.
I am using portal 7.0
Can somebody point what's going wrong with case 1?
Helpful pointers will be appreciated.
Thanks,
Kirtiman

Hi Sid,
I did not gave any authentication of WD app as it is anonymous app. There is no parameter set in application properties.
As I run the app, it is showing the initial screen with UI elemtns and till upload works fine,.It has to be an anonymous app, so cannot ask for credential from user.
Thanks
Kirtiman

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