I have had several Dolphin sites setup to sell digital downloads.
Its very easy to do, although you have to tweak the page layouts to make it clear to customers how to download.
Upload a file to store and put the price on it.
Then once customers buy the file, the 'download' button will appear in the action box on the product page.
At first, quite a few customers didnt realise the dload button was appearing after purchase so were emailing asking for the dload link!
Just put the action box towards the top of the page so its clear,
I also put a html box on top of each page with easy instructions!
Also... might be good to add a clearer link to the customers shopping cart, place it in a HTML box as many customers dont know its located on the top menu!
Other than layout tweaking, it works fine though for digital dloads.