Box.net is a site that has been around for awhile which I am just getting around to posting on. This is one of the premiere sites around for file sharing and is ideal for creating a widget and embedding into your site.
From the pic below you'll notice how many times my Blog Companions have been downloaded. Plus, it sends me an email every time somebody downloads it. This is a great resource which gives you a limited/free version. The paid service gives you more size to "play" with.
Give Box.net a try by clicking here.
I highly recommend checking out Naomi Harm's blog to see an excellent way to use Box.net on your site.