ASP HyperLink Control not allowing for open when clicking the link

I have a hyper link in my grid that I will set the navigation url property.  Everything is working except it will not allow me OPEN the document without saving.  It only allows me to save. What would cause this?  I have a GetPageFile.aspx page that does the Response.AddHeader etc.  Why is it only allowing me to save the file now when I go to a HyperLink asp.net control when doing it with a html <a> tag allows me to open it directly and save it to a file.

Here is a type of code I am doing in my page load event of GetPageFile.aspx.
Response.Clear(); Response.AddHeader("Content-Type", "application/pdf"); Response.AddHeader("Content-Disposition", "inline; filename=" + Request.QueryString["filename"] + ".pdf");