You could potentially create a payment method that is marked "only use for free downloads", and it would appear at all times.  If your customer uses that payment method outside of those cases, it could have negative implications.  To do what you want, and to have it be very clean, you will need custom programming. 

Even custom code will be a little tricky, as the customization would have to contemplate what happens to orders if other items are in the cart.  The code could selectively place any order that includes a free download in processed status, leaving other orders alone.  Or code could recognize that cost-bearing products and a free download were both in the cart, and encourage the customer to split the order if they want to obtain the download without delay.  But whatever the solution, to get what you are asking for, you will need more than stock functionality.