What is best to use? - Downloadable goods, SEO and shop solution

Hi folks!
I've got a challenge, and am sure I can use ZC to solve it. However I need help. Searching in here confused me more than I needed right now ;-)

Ok, I wanna use ZC to acheive this:
Downloadable goods, static urls (SEF) ++

I need to make shop that has mostly (only) downloadable goods. ZIP's and PDFs mostly.

HOW do I do this. Found an explaination, but it didn't work. Can you please tell me or show me a tread with the solution step-by-step that works? (Thanks)

I would LOVE to be able to have static URL's. Have used a mod before that worked well, but have heared that it's harder to get to work woth downloadable goods... (Please tell me what mod to use.)

An automatic made sitemap that works with the SEF

Thanks for pointing the way :-)