Where's my downloads?

Downloaded the latest version of LW tonight on my new PC - Windows XP Home Edition. ("I have it on my old Mac OS 9.2 also -from before no problems w/Mac.) Everything downloads great.
BUT...
Once downloading files are complete, they will not transfer the file to the Library. But where do they go? When I launch the file from the Downloading Window/ page, I am able to play the songs... sometimes. Other times I can only play the Incomplete files, and only via the Library Incomplete Folder.
BUT...
When I log leave the LW Site and then return, the completed downloads have vanished from the Search Page as always - fine. But there is only one file folder in the left side column on the Library page - "Incomplete downloads". Where's the file folder for the Completed Downloads? I know the downloads were successful because I played them while they were still in the Download area/ box of the search Page.

One more thing. Everything is now running sooooo sloooow.

What gives?