There is not, at least not any way that works in all browsers. You might be able to configure some browsers (Firefox and Chrome) to download files to a specified location without prompting. However, for something like what you're asking about, you don't need Selenium at all. Any programmatic HTTP client will do. In Java, I'd recommend looking at HttpClient from Apache; in .NET using an HttpWebRequest will get the job done. Note that if the site you're downloading the file from requires authentication, you may need to specify custom headers in your HTTP request.
As a side note, you might want to reevaluate why you think you need to test downloading a file, if it's not as simple as executing an HTTP request outside the browser. This article discusses the issue in great detail, and provides a very well-reasoned argument why testing downloading a file is problematic, and often unnecessary.