When you download a file in a web browser, and it doesn’t ask you to specify a location for it, where does it go?
The answer is, either to the location on your hard drive that you have specified for downloads in your web browser program settings, or to the default location.
Default download locations:
Windows XP: C:\Documents and Settings\{Your Username}\Downloads
Vista & Windows 7: C:\Users\{Your Username}\Downloads
Mac OSX 10.5 and newer: Users: {Your Username}: Downloads
Mac OSX 10.4 and earlier : The Desktop (Users: {Your Username}: Desktop)