How to configure Portal Access for external download link

Thank you, Shaun. We actually don't want to host that .exe file. We just want our users be able to download the file. You asked "Does the external webpage's webserver have the file hosted?", actually, no. The file is actually hosted on a third party vendor's website. The external webpage (which is owned by us, but located at a service provider) I was referring to has a link pointing to the vendor's webpage. When user click the link, they will get to (proxy-ed) the vendor's webpage. On that vendor's webpage, there's a button called "download" to actually download that .exe file. My users can get as far as to see the "download" button, but when they click, they get "webpage cannot display".