Safe mode issues
A significant number of webhosts on the Internet run PHP in safe mode. 
Coppermine runs without any problem in safe mode and with the "open basedir restriction" active, 
provided safe mode is properly configured. 
Unfortunately on many hosts, safe mode is not configured properly.
					
If your webhost is running PHP in safe mode but is misconfigured, you may need to do the following 
Open modules/coppermine(installed folder)/include/load.inc.php find the line with : 
//define('SILLY_SAFE_MODE',1) and change to define('SILLY_SAFE_MODE',1) 
that is uncomment it and upload the file
With a FTP program or cpanel, change the mode(chmod) of Coppermine's include directory on your server to 777
Do the same for the albums and userpics directories. 

Prompt for download issues
This is caused when running an Apache 2.x server with PHP 4.3.3 or less.
Upgrade to PHP 4.3.4 if you use Apache 2 webserver.

This is caused by ob_flush() a command which is not properly translated to plain text in PHP to Apache 2.
So you get binary data instead of text output.
IE and Opera recognize the file as "binary" while it's actualy a text file.

If you don't believe us here is the bug post on php site:
http://bugs.php.net/bug.php?id=25701

NOTE: This bug isn't noticed in Mozilla and Netscape browsers.