Hello again...
I have read some post about losing download files, or not being where they should be. What I do is download a song. like for example 'Beatles'. Then do a search for the song. When I find it, I right click it and hit 'open containing folder'. At the top you will see what folder it is in. Or hold the curser over it without clicking, it shows the full path. Then I X-out, go to the folder and right-click on it and hit 'Create shortcut' then paste it to my desktop. From there you can put it anywhere you want it. I am also posting a link that everyone should read and follow.

http://www.eff.org/IP/P2P/howto-notgetsued.php's

Again I hope I've been a help