Charles,
As to your first problem.... not being able to find where the download files go. Here's the solution I use as I don't have a clue as to where they are either. For an experiment just download a file like you did before. A pop up box will come up showing you the progress of the download. When it's done RIGHT click on the file in the box. A drop down menu will show up and one of the listings is "Open containing folder". Click on that and it'll take where those temp files are located. You should be able to drag and drop the files you want to where you want them, or just click on them to start the file running.