downloading .exe program issues

[tech_crazy23]

i have a desktop with windows xp and i use firefox for internet. whenever i try download a .exe, a message pops up saying that i have chosen to open "nameoffile.exe" which is a: Binary File from: "internetlocation" Would you like to save this file? the two buttons below that message is save file and cancel. i hit save file. it lets me pick a place which i always pick the desktop. i leave the file name the same and it says the type is binary file. as its downloading the temp file is on the desktop but once the downloading is done the temp file disapears and the actual .exe is nowhere to be found. i run a search but cant find it. how do i fix this? what is wrong with my computer? any help with this matter is greatly appreciated.

 

[mep916]

Open up firefox; in the title bar, go to tools -> downloads. Do you see any of the files you've downloaded?

 

[tech_crazy23]

when i select the location they are in the downloads window and they say cancelled then i double click on the download and it starts downloading but once its done the file is nowhere to be found on the computer even though i download everything to the desktop.