The default locations for Internet Explorer (IE), Firefox (FF) and Chrome is: c:/users/your_tuid/downloads.
I often prefer to have the default location set to the Windows desktop. If you want to change the location go to the page indicated below and type or browse to indicate the new location:
- IE - Settings Icon > View Downloads item > Options link
- FF - Open Menu Icon > Options item/icon > General page
- Chrome - Customize and Control Google Chrome icon > Settings item > Show advanced settings… item (bottom of page)