Added ability to download sample data

This pull request addresses issue #863.
Would not be better to use a `try..except` here and throw an error if it doesn't exist instead of run as nothing have happened?
Because... as it is - if I have followed the steps right - one would try to get execute the example, then sunpy will try to download the files... and if the link is not reachable... the error won't appear then but when the file is going to be opened and it's not there.  I think that's confusing,  I would prefer get a message telling me that the url is not reachable at the moment, than the file doesn't exist.