Briefly reviewed your other recent post.
Use Windows Explorer to view this location (see if your download file is there)
C:\Documents and Settings\<your user account>\Desktop
(if you saved to desktop) [Personally, I much prefer saving download files to unique folders ]
Also look at
CO:\Documents and Settings\<your user account>\My Documents
(Use View > refresh in Windows Explorer to make sure you have the latest contents)
Use XP Search option to look for the file on all your drives.
Otherwise, other tips:
Cover some basics first. What security / firewall / AV programs are you running? Except for firewall, have you tried (temporarily) turning them off.
How much free space on your "save to" drive?
Are you saving to a unique (or dedicated) folder ? Do you have permissions restrictions on the drive or folder?
I typically save either to a new folder (created at download process) or sometimes to a common catchall HD folder.
What is the disk space setting for your IE Temp internet files folder? (IE Tools>Internet Options>General Tab> at Temporary Internet Files block, press Settings. Review size setting.
In your Internet Explorer browser, from it's main menu bar, select Tools, then Internet Options, then
click on the Advanced tab.
Scroll down via the scroll bar. Look for this next entry, make sure it is Checked (green check):
Use Passive FTP
Take a look at your Internet Explorer browser's settings. Tools> Internet Options> Security settings.
For whatever security zone it is set at, look under the Security Settings tab -- at "Downloads" >File download.
See if it is "Disable" do or "Enable" do .
Have you ever installed a utility like Net , or a download manager, before all this?
A long, time ago, I had Net and it caused headaches later on, for downloads
that I wanted to save.
Go to Control Panel , carefully into Add Remove Programs. Scan the whole list.
See if you have any of these:
Bonzi Buddy
NetOP
NetPopup
Netzip
At Guard
Ilexia
Netgo
* Get Right *
Internet Boost 99
Web Cellerator
Net Sonic Pro 2.0
Micrografx Flowcharter 7
Fast Net 99
Web Turbo
Internet Boost 99
Web Early
Micro Surfer
No More Ads
Turbo Explorer
Cheyenne Web Browser Anti-Virus.
Zip Magic
If you have 1, I'd suggest removing it. Also within the suspects would be other browser add-ons intended
to stop web ads. It 'may' even be your antivirus program's security module -- maybe it's set too high.
You may try (ever so briefly) turn off your firewall & antivirus/security program. Close IE browser. Retry the download.
Re-activate firewall & AV afterwards.
See
http://support.microsoft.com/?kbid=816037 check on your version of Urlmon.dll
