If the user has access to the forum - then they can download files in it.
So if you go under admin -> Edit or delete a forum, you'll see a list of permissions and groups at the bottom. "Guests" is unregistered users. If you set them to "no access" then people who are not registered won't be able to even see the forum (thus not download files).
**IF** you wnat the guest to be able to browse the forum... but not download attachments - then you'd need a hack found
Here.
The usual warnings apply if you're going to modify anything. <img src="https://www.ubbcentral.com/boards/images/graemlins/wink.gif" alt="" />