Remote file download and stream

Hi. I have been searching for days now. How can I make it so that when a user click download on my site, it will download the file from a remote server, but make the user think he is downloading from my server. I know it uses bandwidth. But I need this. Can anyone help?

 

If you are doing a redirect, it won't use bandwidth.

 

I dont want redirect. Is there a way so that I dont make a redirect? But stream it through my server. So that it will be downloading through my server.