Thanks Wingmann, but unfortunately that doesn't work. If I hold down 'option' before clicking on the link it gives me the options: 'Download linked file', and 'Download linked file as' (the only two that seem relevant).
No matter which one I use it then saves the file (that I click on the 'full text PDF link' of) as html not pdf. Furthermore the html file is empty when I try to open it. Very frustrating.
I can read them on-line as PDFs, but I need to be connected to the sever library and if I close my macbook or disconnect for any other reason, I lose the article and need to find it all over again. I click on the adobe symbol to open the pdf in a separate window, but it doesn't save either. I just got my new backbook two weeks ago and realised I had over 20 of these papers downloaded that saved as <5 KB that will not open.