If you use a browser to download software, the browser settings will state where files are normally downloaded to. On my system I changed the default, (My Documents), to Desktop.
What settings does your browser show? Sorry I can't help you find that settings as you tell nothing about your system or the browser you use.
Which AV? Can you search your system for that file name? In Windows that would be Start > Search.
I have downloaded the free antivirus from cnet for my laptop but now I cant find it.It is not listed in my programs either.How do I find out if it really has downloaded??Please help!