May I have a stab at this?
I use Netscape Communicator 7.1. It's a bit old and tired now, but it is based on Mozilla which is what Firefox is based on, so there are some things that are similar.
I wonder if you, (Grandpaw), are confusing Download Manager with downloading files to particular locations onto your hard disk. If not, you may ignore the rest of this post, and I will go back to sleep,
Netscape and Firefox have a download manager which are essentially the same. Your download manager has buttons for Open and Remove on the right of each entry, but in my Download Manager they are at the top of the window, so I have to highlight each file to perform one of those actions if I wanted to.But they are basically the same. By the way, I access my Download Manager the same as you do, Tools > Download Manager.
It seems to me that Download Manager doesnt really serve any purpose. It is just a list of programs or files that Netscape, (or Firefox), has downloaded for me, (or you). Other than displaying a progress bar when downloading a large file which is useful for large files or slow modem connections, and which you can cancel at any time if you want, it does nothing else. It doesn't show which locations you downloaded to. Neither does it remove files when you click Remove. It just removes the entry from the list.
So, all in all, an interesting utility, but not much good. I check mine occasionally and remove old entries from the list. Then I let it hibernate for a while in the background.
But, and here is the big but, when I choose to download something, a file, or image or program, from the internet, Netscape opens up a "Save as" dialogue box. I'm sure Firefox does the same.
It is this dialogue window that allows me to "choose" where I download my file to.
By default, the window chooses "Desktop", but I can change this if I wish, (and I very often do), to a folder of my choice. This dialogue window is a mini Windows Explorer, (note I do not mean Internet Explorer), and by clicking the pull down arrow to the right of the "Save in" window, I can then navigate to wherever I want to save this particular file.
When I choose my destination folder, and click on "Save", then Download Manager takes over and saves my file for me. But that's all it does.
Grandpaw if you want to look at all the files you have downloaded, you will need to know where you have downloaded them to, and use Windows Explorer to find them. I'm not sure if you have ever mentioned using Windows Explorer before. If not, and if you haven't used it before, then a whole new world awaits you,
I believe Windows Explorer is the single most useful tool I have on my computer. It allows me to look at the contents of my hard disk and organise folders and files the way I want to organise them, "not" the way Windows XP wants to organise them.
It is a wonderful tool. It is very powerful as well, and can wreak havoc to the uninitiated, eg, by moving a folder that contains a program file, you can make that program completely inoperable. This is because Windows registers where programs are installed, and moving files and folders does not change that installation history. However, for moving documents, and image files, etc, it is great.
Now, I may be completely off the mark here. And if I am I do apologise. But perhaps this will help you understand Download Manager a bit more?
PS: Lessons for using Windows Explorer available from me at $50 an hour,