Total Newbie needs file help

I am a newbie at this, but I can usually figure stuff out pretty quick. One thing I have not been able to figure out yet is this. I want to set up a web capture page, that offers a free download for filling out the opt in form on the page. Once they fill it out, I want the link to automatically give them a thank you screen with the download button on it. How the heck do I do this? I'm sure someone on here probably does this on a regular basis. Can you throw this dog a bone please?