if you download a file, movies or freeware from internet , before you save the file , internet explorer will ask you place where the file will save. If you have a place/folder to save all your download files , you can set the location by this trick

-    go to registry editor and go to key HKEY_USERS\DEFAULT\Software\Microsoft\InternetExplorer
-    change data string with name : download directory
-    double click string value download directory to change the value, and then fill the value with folder address , ex : C:\Download
-    if download directory not exist , make new with click right at right windows and then choose new > string value and give name download directory