vista - downloaded files disappear

Hi All
Have Sony Vaio laptop running Vista Home premium & have been trying to download zip files from member site. The download goes through the motions i.e. says this will dowload in few secs, i see the file actually appear in the path i specify then the file disappears. i have tried running the file from the website (news vid clip) & it again goes through what normally expect with time bar & "do you want to run this application" & it just disappears again.
I am not using a download manager.
I have tried disabling various security tools, Firewall, Windows defender, also have Avast 4.7 running & disabled that. Using browser IE7 & checked the settings in there but nothing obvious.
I have googled it & searched a few forums inc this one & also searched the MS vista site. There are some posts out there but nothing conclusive. I have done what has been advised on this but to no avail...

http://www.tabletquestions.com/windows-vista/60324-downloading-vista.html

Your help much appreciated.

Thanks,
R

 

Try Firefox?

 

Vista has a Downloads folder. Have you looked there?

 

Which should be located at:


C:\Users\[username]\Documents\Downloads