If you wish to track downloads or individual clicks on files such as pdf, or word files you can do so using Google analytics.
Adding a small piece of JavaScript to any link will tell Google to track when someone clicks on that link. This works for pdfs, Word documents, email addresses and external links.
It also works if you want to see which two links on the same page are generating more clicks. Even though they go to the same URL, you can tag one link as ‘link one’ and the other as ‘link two’ and Google will track the clicks separately for you.
If you have a WordPress blog, you can instantly tag all links across your blog with the Ultimate Google Analytics plugin. (http://wordpress.org/extend/plugins/ultimate-google-analytics/)
A full description on adding the Javascript code to your web page can be found at http://www.google.com/support/analytics/bin/answer.py?answer=55529 when you are using the latest version of the tracking code. If you are using the older of the tracking code version then refer to http://www.google.com/support/analytics/bin/answer.py?answer=74985