Where does my downloads go?

[mlkirchgessner]

Actually not mine but a friend of mine... they brought their computer over for me to look at the other day. They have a dell laptop and they have windows vista on it. they said that they are no longer able to download anything anymore. I looked for a little bit but couldn't help them. I tried myself to download a couple of different things like mozilla and a format converter and it let me choose where to download it to but i went there and it wasn't there. I checked the default location as of where it sends downloaded stuff and I also checked the place I put the file. It downloads all the way and then it just seems to disappear. I tried to search for it on the computer through the "search" utility but couldn't find it. is anybody familiar with this problem and does anybody have any possible solutions? any help would be greatly appreciated, thanks.
Windows firewall is off but she has a norton antivirus and also a norton firewall.
I tried to see if the firewall was blocking the ability to download executables but i couldn't find anything.
another note I am able to download pictures and I'm assuming music probably. I downloaded a gif off a site and it was sent to my desktop. so I appears to be just executables. thats my assumption
I turned the UAC off also. I was told by somebody to try that but it didn't work.