Hang on Keith, don't jump! You owe me a whallop on my whacko head. When you click on the file in the download utility, you must choose "run from here" if the file on the website does not have a "save/download" option. The file will be on your computer. It's possible that it's hidden, you got to change the explorer options to show all files. If you don't know how, let me know. The download utility has option tabs like "info" "map" etc. Select the info tab, you will see as it is downloading, one of the textboxes will display the download path.
What does it show on your PC? Come hell or highwater, you'll get those files.
Whacko