Open the options dialog (Alt + O), go to the DCC Section, Folders and you'll find the 'DCC Ignore' box, make it 'Disabled' or modify the 'Ignore Only' list to not block the filetypes you're after. Please be aware that those file types are blocked (by default) for a reason - so a little caution when running them helps.
The download box should popup now that the ignore isn't triggering. If it isn't, go back to the DCC Section (Options > DCC) and modify the 'On send request' to 'show get dialog'.
Your network may also have some server-side functions to protect you (such as dccallow on DALnet) - you should ask their #help channel for more information.
Hope that helps.
