In general case, URL's don't really carry the file format. In basic default behavior of an HTTP server, you can look at so called "file extension" (which is not really the "extension", but the file name follows certain naming pattern), and it can suggest the file format, but only suggest. If the URL is rewritten, or, more basically, if some server-side technology is used, the "file name" (such as "*.aspx") does not really tell you anything about the file format (more exactly, "content type":
http://en.wikipedia.org/wiki/Content_type[
^]).
It works in a different way: the content type (see the article referenced above) is prescribed in the HTTP response as one of the HTTP headers. The client-side software first reads this header and then chooses what software to use for further processing, process it internally in the browser, load some external application, suggest the user to download it as a file, and so on.
See also:
http://en.wikipedia.org/wiki/HTTP[
^],
http://en.wikipedia.org/wiki/List_of_HTTP_header_fields[
^] (first of all, pay attention of "Content-Type", of course),
http://tools.ietf.org/html/rfc1945[
^].
—SA