Help saving cleaning procedure

I'm following all the steps to clear my computer of whatever has gotten to it. I've made it all the way to the cleaning procedure (I did have to go into Safe Mode though).
I have a Compaq Presario 6000 that runs Windows XP Home Edition.
I can't get to the internet in the Safe Mode and I have my son's laptop to save the files that need to be downloaded and I have a flash drive; however, I don't know how to download the files directly to the flash. When I click on download it asks if I want to save the download (and I'm using Mozilla), but it saves it to that. Could you please tell me how I can save it to the flash?:-o
Thanks!
Debbie

 

Never mind...I found it in another thread in this forum. I'm sure I'll be asking for more help though!
You all are great...don't know what I'd do without you with help on my computer!