I want you to know that I'm no expert on Mac file types, but
you do have to know a little about them in order to download files. Mac
files have a DATA "fork" and a RESOURCE "fork", so they come in two parts.
Now, sometimes when you look for Mac files on an FTP server or in other
places, they are "Stuffed" using the StuffIt Expander (which is very similar
to PKZIP). This utility combines both forks together in a file ending in
.SIT.
However, there are some other ways you might encounter a Mac file. You might find one ending in .SEA, which is a self-executing archive file (it's a "stuffed" file, but it can expand on its own). You might also find a Mac file ending in .HQX: these are really text files, which contain a data stream representing the encoded file. These files are quite common on the internet, since they are simple and reliable to transfer via FTP. When you download one, you tell your FTP program that you need to download it as a text file.
For instance, you might find a file called MACPROGRAM.SIT.HQX. This is a StuffIt file which is encoded as a text file. So, you download it as a text file, and when you get it on your Mac, you use StuffIt expander to expand it back into its true nature.
Interesting, right? Important stuff to know!