OK... The straight-shooter answer...

Start > Search (or Find) > enter the name of any one file you can remember that you have Downloaded > hit the 'Go button' > Wait a moment > Read info on search results page > Do whatever you want with the folder that contains the file(s) you have now found.

See, I was right... You wouldn't have respected me in the morning !

p.s. As a real golden tip...
Also look around for any 'Getting Started' programs that may be included with your OS...
Then...
Spend a week or two doing nothing but studying them...
These problems that so many people are having with 'lost' folders and files has nothing to do with any p2p client and everything to do with people who are trying to run before they can walk...
Learn how to manipulate and manage Folders and files FIRST...
Then play with programs.

byeeeeeeee