temporary download ?

alright well i think this goes here.. i might be wrong

Ok when i download a movie or song etc.. from the internet to my computer , lets say i want to save it to my E:// , why does it download to C:// and then transfer it to the E drive?? My C drive has enough stuff on it as it is.. when im downloading big files it says that im running low in space.. how do i change it to download to a drive with lots of space and then tranfer it to the drive i saved it on?

 

i do that , i save on D drive but for some reason it download them to C drive file called something like 0dhe349 (random) and then transfers them to the D drive