Selenium WebDrive cannot have no control of system Dialog, so you have to avoid the Dialog when downloading files using WebDrive.

The first way is to enable automatical download in the browser that you use with Seleniu WebDrive. So when click a file link, the file is automatically downloaded to the directory that you set. The second (and better way) is to export the cookie of the browser, extract the download link and then use the command wget or curl to download it. Surely you have to use the cookie with wget or curl if authentication is required on the web.