I just usually tell people to enter their name and email address upon ordering so that I can send them their download. Then I have a thank you page that says something like "Thanks, I've just sent you a confirmation email. I need to make sure I have the right email address so please click the link within that email. Once you have done that you will be redirected to the download page. You could also just turn off the double opt in. I don't normally do that because it does seem to hurt deliverability a bit, but with customers that probably wouldn't be too much of a problem because I can't imagine too many people hitting that spam button. With that said, I have them opt in.