Azure blobs can be downloaded in four ways:
Pass-through Download (Azure Shared Access Signature) - Creates a signature and inserts this signature in a URL where the user is redirected to Azure. The signature enables the user to access the file for a limited period of time. This is most likely your best option. It enables custom code to be executed before downloading, it will ensure max download speed for your users, and a good level of security is also ensured.
Following code streams the file to the user and overrides the filename:
//Retrieve filenname from DB (based on fileid (Guid))
string filename = "some file name.txt";
//IE needs URL encoded filename. Important when there are spaces and other non-ansi chars in filename.
if (HttpContext.Current.Request.UserAgent != null && HttpContext.Current.Request.UserAgent.ToUpper().Contains("MSIE"))
filename = HttpUtility.UrlEncode(filename, System.Text.Encoding.UTF8).Replace("+", " ");
context.Response.Charset = "UTF-8";
//Important to set buffer to false. IIS will download entire blob before passing it on to user if this is not set to false
context.Response.Buffer = false;
context.Response.AddHeader("Content-Disposition", "attachment; filename=\"" + filename + "\"");
context.Response.AddHeader("Content-Length", "100122334"); //Set the length the file
context.Response.ContentType = "application/octet-stream";
//Use the Azure API to stream the blob to the user instantly.