I used to use W2000 for the same purpose before I saw the light and converted to Firefox and it's DownloadHelper add-on.
I believe that W2000 and XP both store Temporary files at
C: \Documents and Settings\username\Local Settings\Temporary Internet Files
You need to have your folder options set to show hidden files/folders.
Last edited by TRX75; 6th Dec 2010 at 01:23.