thanks for your help, that let me know my options and how to choose the folder for the downloaded file.
FYI, when I chose "View Downloads" IE9 Beta (32) froze, I waited five minutes,
then I had to use task manager to close it, I rebooted and now it will not open, I get the box asking if it should be closed or look for a solution and close.
Looking for a solution found nothing.
I am now using IE9 Beta 64 but that keeps wanting to install Adobe Flash.