I tried this too:
File.open('myfile.pdf', 'w+') do |file|
     file << page.body
end

Which almost works but presents a corrupt pdf file. I can see the 
document  properties of the pdf file but there is no content.

I have also tried using:
agent.pluggable_parser.pdf = Mechanize::FileSaver
agent.click(link)

which did not produce an error but also did not produce a pdf file 
either.
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