Can't install APK from browser downloads

I've downloaded an APK from web, using the default browser and it can't be opened from the Browser -> Downloads.

It tells me "Can't open file"

But I can use a file browser (like OI File Browser) to browse and open this APK, and it works well.

What could be the problem here? Is it about the HTTP header?

I had this problem. Couldn't install apk via the Downloads app. However opening the apk in a file manager app allowed me to install it fine. Using OI File Manager on stock Nexus 7 4.2.1

It shouldn't be HTTP headers if the file has been downloaded successfully and it's the same file that you can open from OI.

A shot in the dark, but could it be that you are not allowing installation from unknown sources, and that OI is somehow bypassing that?

Settings > Applications > Unknown sources...

Edit

Answer extracted from comments which worked. Ensure the Content-Type is set to application/vnd.android.package-archive