This is how I do it.
I change the options in my browser, (either IE, or usually Firefox), to "Download and Save", rather than "Download and Run". That 2nd option is dangerous because you don't get the option to scan any downloaded files for viruses before opening/running the file.
I then change the options to "Download to..." my Desktop. That way, I see the files immediately they are downloaded. My Desktop becomes a 'temporary' download location. After I scan the file, (and if it is virus free), and run it to install the software, I then either delete that installation file or move it to my backup folder.
Where does this go wrong for you?
I have triedf to download various freeware for burning DVD's & after the download is done nothing happens. I can't open or use the program. What am I doing wrong? Thanks