Associate a Downloadable product to Bundle product

EDIT: the app\code\core\Mage\Downloadable\etc\config.xml.
Search for following commented code

<!--<bundle>-->
          <!--<allowed_selection_types>-->
                  <!--<downloadable/>-->
         <!--</allowed_selection_types>-->
  <!--</bundle>-->

Remove the comments in above code (or replace with following code).
<bundle>
          <allowed_selection_types>
                   <downloadable/>
          </allowed_selection_types>

  </bundle>