set sv_allowdownload 1 and tell everyone to have cl_allowdownload at one.
a quick and easy walkthrough:
make a server.
if you made a dedicated server, press ` or ~ and type /sv_allowdownload 1
or if you're running a dedicated server, normaly type sv_allowdownload 1
then tell everyone who wants to play go in console (~`) and type /cl_allowdownload 1
what you just did with the sv command was set SerVer_allowdownload, which makes any files that the player dosent have autodownloaded from the host, and ConsoLe_allowdownload (i think its console, dosent matter) lets the individual allow download. think of it this way. if someone called SV wants to eat pie and CL wants to eat pie, they have pie. but if someone dosent, they then dont have pie.