Click [Start] [Run] [Regedit] and navigate to the following Key:
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer]
In the right-pane, change the data for [Download Directory] to your existing
download folder
Enter full path C:\Z
If the entry is not found, create a new String Value [called as REG_SZ]
named Download Directory and set the data accordingly. Quit Registry Editor
and Restart Windows