Maybe you can tell us, what browser you use on what Mac OS X version, as "mission" seems to be alluding to Mission Control, but it may not.
And the term "home screen" seems to imply something iPhony? Or do you mean your Desktop? or the Dashboard?
have you checked you downloads folder?
to stop any probs in the future, assuming you are using safari, go into safari prefs and change downloads destination to desktop, or some other place you prefer.
Mission Control is not a place to open documents, it is a place to look through all the application windows you already have open. If you're trying to open documents from within Mission Control, it's not possible.