how to track files being downloaded

How can I track that which files are being downloaded and how can I track the number of downloaded file which may be either in .exe or .pdf format. I am currently using Linux web server and although the site statistics programs are there, I couldn't find out the same.

Are the hits recorded in the log files? Also check if the statistics program can pick up .exe and .pdf files - some log analyzers require that you specifically filter on certain file types.