Internet Explorer 9 (IE9)by default saves all the downloads in “Username\Downloads” directory.
Here is how to change the location where downloaded files are saved :
1. Open IE 9 and click on the gear icon at top right corner, then select “View Downloads”.
2. This will open the download manager window, there click on “Options” and in the new window, select “Browse” and choose another directory where you want the downloads to be saved from now on.
3. Click Ok and then close.
All done. The downloaded files will now be saved to selected directory as specified when using Internet Explorer 9.