Making a folder to store downloaded files (or for any purpose)
First: get to your Windows desktop
Second: double-click on the "My Computer" icon
Third: double-click on the drive that has a "c:" in its name
Fourth: click the File menu, then New, then Folder and call it
"download"
(Note: this procedure can be used to make a new folder for anything you want. Many people are scared of doing things like this, but this is a perfectly OK and even recommended thing to do, because it's the only way to keep track of your files.)