The step definitions below allow you to write this in both Webrat and Capybara:

When I follow "Download as PDF"
Then I should get a response with content-type "application/pdf"

Capybara

Then /^I should get a response with content-type "([^"]*)"$/ do |content_type|
  page.response_headers['Content-Type'].should == content_type
end

Webrat

Then /^I should get a response with content-type "([^"]*)"$/ do |content_type|
  response.content_type.should == content_type
end

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Unfortunatly this does not work with the Selenium webdriver.