Is there a setting in Google Chrome that will force it to download media files instead of playing them?

Don't know such setting, but you can Alt + Click on the link, as the Google Chrome Help says.

You can also click on the link as normal and then press Cmd-S once Chrome loads the new URL to save the media file to your computer.

This is useful for e.g., Javascript links and buttons where you don't have the ability to preview the destination URL.