I figured it out. I guess some times it really does help to read the manual. ;)
For some reason, when setting up my shop, I never noticed the download folder or I misunderstood the purpose of it. At any rate, I created my own folder, thinking that when I put the path in the product it would take care of the necessary rights to make it work. After reading through the manual last night, I discovered that downloadable content actually goes in the download folder. I moved my content into the download folder and the link now appears and works. I resolve to check the manual before I waste any more of any of your time. I do appreciate the attempt to help me though. On a side note, let me say, I really like OSCommerce. This is the second time I have set up a store with it and it is getting easier everytime. Thank you for the free, truly professional, e-store.