When you download anything the next time, use the download applet to browse to your Desktop, so the download is saved there.
When you download anything from now on, it should offer to save to your Desktop only. That's until you manually change its location again, or it somehow gets reset to the default location.
Another way is to create a shortcut of your user profile folder (i.e. where downloads are being saved), & place this shortcut on your Desktop. G