Where do downloads go??

Ummmm, "Downloads" - Should be a folder in your user home.

Downloads go in the Downloads folder in you're home folder.

Edit: Beat to the punch by DaveOZ

Like they said, they are downloaded to the "downloads" folder. If you haven't fittled with your dock, you should have a downloads "stack" where you can view them too. You can change the download location in Safari preferences.

You also have the Downloads Stack in the Dock standard. It is right next to the Trash icon.

If you are using Safari is should go into the Download folder, when i downloaded Firefox it defaulted to the desktop and I had to change it to the "Download" folder.
If you use Safari
Click under "Safari" at the top (Tool Bar) and click under preferences. From there click under "General" tab and there you should see where the downloads go.
Firefox is then same but instead the "general" tab, it's called the "main" tab.

drag the downloads folder to the right section of your dock. then when ever you download something it will bounce OoOo! you can also set how the stacks look and behave by right clicking them.

Can I turn off Download Folder auto-save?

I run Firefox and have the preference set to "Ask me where to save" downloads. This is fine: When I want to save a download I deliberately save it and put it where I want it. But Leopard saves all downloads in the Downloads folder automatically, and I have to constantly be going in there and deleting them. If I view a PDF from a website, it doesn't mean I want to save it. Is there a way to disable this auto save function? Thanks very much.

Unable to download PDFs, Updates, & More

I upgraded to Mac OS 10.8.5 on a mac desktop, and I use firefox. updated that too.
Now I'm unable to download a PDF, a file, a picture, a software download etc.
I get Downloading/FmLKEEex.exe.part...

Change the folder properties and try again or try saving in a different location.

How can I change where I am saving stuff?

Can't find it anywhere!