You need to select where the download will go. It was probably set at a default location such as Documents. I never really noted where mine went, as I always re-set the location to the DESKTOP, as I can see it there. If you want to save it, you can move it to wherever you want.
I'm working with a laptop on vista home basic edition. I am not able to download anything to the computer. It says it is downloading however during the download and when it finishes it there is no file to be found. Any ideas appreciated.