At times the file can be there before you remove/clean the cache for the browsers.
I have helped a friend upgrade her Toshiba Satellite model PSLC0U-01S01F laptop to Win7 premium 32bit from vista. After installation, in IE8, I can initiate a file download and it will proceed to DL the file but upon finishing, the file disappears from the saved location. I then installed Firefox from a flash drive without issue but when I DL a file in Firefox, it also proceeds to DL the file but upon the end produces an invalid file with 0 bytes. Any help on this matter will be greatly appreciated.