Downloading a file is as simple as clicking on a link. Your browser (Netscape, Explorer, Mosaic, etc.) will realize by the extension of the file that it is not a web page, and prompt you for what to do with the file. When this happens, tell your browser you wish to Save the File.
Now you should be asked Where to Save It. Most programs will default to their own program directory. You do NOT want to save your files here! Doing so will make it very difficult to find the files later.
You want to save it in the C:\DOWNLOAD directory you made earlier. If the Save As dialog is pointing to some other directory, you can get to the DOWNLOAD directory by: