You need to make Firefox save this particular file type automatically.
This can be achieved by setting browser.helperApps.neverAsk.saveToDisk preference:
from selenium import webdriver
profile = webdriver.FirefoxProfile()
profile.set_preference("browser.download.folderList", 2)
profile.set_preference("browser.download.manager.showWhenStarting", False)
profile.set_preference("browser.download.dir", 'PATH TO DESKTOP')
profile.set_preference("browser.helperApps.neverAsk.saveToDisk", "application/x-gzip")
driver = webdriver.Firefox(firefox_profile=profile)
driver.get("Name of web site I'm grabbing from")
driver.find_element_by_xpath("//a[contains(text(), 'DEV.tgz')]").click()
More explanation:
browser.download.folderList tells it not to use default Downloads directory
browser.download.manager.showWhenStarting turns of showing download progress
browser.download.dir sets the directory for downloads
browser.helperApps.neverAsk.saveToDisk tells Firefox to automatically download the files of the selected mime-types
You can view all these preferences at about:config in the browser. There is also a very detailed documentation page available here: About:config entries.
Besides, instead of using xpath approach, I would use find_element_by_partial_link_text():
driver.find_element_by_partial_link_text("DEV.tgz").click()
Also see: