We have already written a short pdf document at http://www.withinweb.com/global/hints_tips_and_tricks/digital_files.pdf which provides some hints, tips and tricks for selling digital downloads.
Here are a few other issues that you may want to consider when setting up a digital online shopping system
Make sure your system is secure
It probably goes without saying that the shopping system has to be secure but in addition it needs to have a good method to protect the files you are going to download.
Select a good payment system
You should choose a payment system that has the facilies to feedback the results back you your web site. Most payments systems will have some kind of notification method and some are more reliable than others. There will be quite a bit of integration needed between your shopping system and the payment system which may restrict your choice.
Set up your own system on your web site or use a 3rd party web site
There are now a number of 3rd party web sites that you can subscribe to and they will handle all the selling of your digital product, Many of these charge a fee which may be monthly or based on file size or some other factor. You will need to judge whether your sells will be sufficient to cover the costs of the fees.
Select a good web hosting company
You need a web server that has all the facilites that you need, for example mySQL database, PHP support. It also has to be reliable so that you know your site is running every day of the year. It also helps if the web hosting company has good technical support.