I found that when I download movies and then preview them, there are data on my HD, however, I cannot locate them to delete them. I noticed this when I ran a virus checker. Does anyone know what folder these previews can be found?

All preview files are stored in the incomplete folder. The easiest way to not create them is ... whilst downlding the file, go to incomplete folder in Library window, find the file & press Launch button. That will mean no preview files. But to solve your issue, go to Library window, select incomplete folder & press the Explore button & this will open the folder onto your desktop for you. Then remove the ones with the word Preview in them.