If you wish to track downloads or individual clicks on files such as pdf, or word files you can do so using Google analytics.
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/)