In My Documents, create a file called something like: My Download Files,
something you can remember. Save everything you download to that file, that
way you know where you downloaded something.
From IE HELP:
Downloading files
Some files contain viruses or can otherwise harm your computer.
If you run a program or open a file directly from a Web site and it causes your
computer or other programs to shut down, you could lose unsaved work in any
open files on your computer.
If you save this file or program to disk, you can run it later. This allows you
to take precautions, such as the following, before you open the file or run the
program:
a.. Check the file with a virus scanner.
b.. Save your work and close other programs.
c.. Disconnect from the Internet or any other network connections.
For the most security, make sure the Always ask before opening this type of
file check box is selected. If you feel confident that this type of file or
program is always safe to open or run directly from the Internet, make sure
this check box is cleared.
Note
a.. The Always ask before opening this type of file check box is not
available for some file types, such as files with the extensions .exe or .com,
which run programs or commands. When this check box is not available, you will
always be asked before opening this type of file.
Hope this helps. Let us know.
Wes