I save all downloads to a folder called "Downloads", making them easy to locate. They also show up on "My documents" on the start menu if you do this. (Applies to wherever you save to.) This is handy for if/when you have to reformat, as you can easily burn off a backup of the whole folder for later use.
It's also handy to have a folder to unzip into, as locating "temp" is a pain each time.
Good luck.