when you are downloading it, does it not come up with an option to save it to disk or run from current location???
If not, RIGHT CLICK on the .exe's download link instead of left click, and you will see an option for Save Target As,
click this and you can then save the .exe as it is to where ever you want on your hard drive...
good luck!! Jay~
"I have to think of a funny footer to
put in here!!!???"
~KeyTech