When you download files from the web to your PC, they are automatically stored in a folder, the location of which is set by your browser automatically. However, it is very easy to change this location yourself. We've already shown you how to change the folder items are saved to in Firefox 4, but here's how to implement the change in Internet Explorer 9.
Ensure downloads are stored where you want them
Open the tools menu using the cog-shaped icon in the top right-hand corner and then select View downloads.
From the window that appears, press Options and click Browse next to the download location.
Browse your hard drive and select the folder you want downloads to be saved in. Then press Select folder. The location will be changed in Download Option window, so press OK. Your downloads location will now be changed.