Can't download any files!!!

like, at ALL.
I dont know if its a virus or what, but this is what happens:
1: i click on the link to download the file
2: download runs smoothly, it finishes.
3: the file i downloaded isnt ANYWHERE on my computer!!
For instance i downloaded something, and saved it to my desktop, and when the download was done, i looked at my desktop, and its not there!!!
Im using windows vista home premium, and i tried disabling the firewall spyware protection, windows defender, EVERYTHING! but every time it does the same thing!!!

 

In Vista everything that you download to your comp is going to (user)documents>Downloads.Just look there and see ,maybe your downloaded files is there.

 

and someything i noticed, i tried downloading something, and right before the download finished i went to the place i saved it at, and about 1/2 of a second, the file i downloaded appeared there, but then it dissappeared, im thinking my OS or my firewall could be deleting the files i download but i checked my firewall settings and everything is opened, im thinking about just doing a hardrive format, that might work

 

Quote:"The solution to this particular issue is to disable Protected Mode, which will allow programs such as our Java applet to save files to the Documents folder as expected. In the bottom right-hand corner of Internet Explorer 7, look for the words "Internet | Protected Mode: On." Double-click this to open the security settings and uncheck the box "Enable Protected Mode." Once you have done so, click "Apply" and then "Okay." You will need to completely close and restart Internet Explorer 7 to apply the change. Once this is completed, you should be able to download files normally."