stop opening files after completed download

If I down load a movie or an audible audiobook on my Mac- it automatically opens the file when downloading is completed. I want to download but not have everyone opened immediately after download- very distracting. If downloading 3 or 4 books at bedtime, every few minutes- it starts playing the audio after it completes each book If I do not turn off the speaker- I have to go to the computer and close itunes or stop it playing