<?php
$file = "http://example.com/go.exe";
header("Content-Description: File Transfer");
header("Content-Type: application/octet-stream");
header("Content-Disposition: attachment; filename=\"". basename($file) ."\"");
readfile ($file);
exit();
?>
Or, when the file is not openable with the browser, you can just use the Location
header:
<?php header("Location: http://example.com/go.exe"); ?>