Windows 7: Cannot view saved files

Any jpeg image I download from Ancestry cannot be viewed in the folder it was saved in - no matter how I get to that folder. Using search will not find the files either.
Windows 7 Professional (new user) IE9 (have to switch to firefox just to view some answers on this forum as IE9 gives me a blank page).
I can save the image to a flash Drive, and if using Firefox, the only choice I have is in Downloads folder but at least I can then view it.
Any suggestions?

Where are you saving these images? Depending on where you are attempting to save them, they might be here:
C:\Users\[Username]\AppData\Local\VirtualStore

I created a folder under C: called Census. I was not allowed to save in this folder but directed to My Pictures > Census Images. They appear to save but the folder is empty when I look.
Under Virtual store there are the following folders . . . .
Program Files
Program Files (x86)
Program Data
Windows

The error message that originally came up (IE9) was . . . .
'You don't have permission to save in this location. Contact the administrator to obtain permission. Would you like to save in the My Pictures Folder instead ?'
Does this help . ?

Solved my problem or at least a work-around.
Opening IE9 (64 bit instead of 32 bit), going to Ancestry, saving image brought up a box with the old way of saving an image by right-clicking mouse > save picture as.
Did this and was able to not only save the image, but save where all my other images are stored, in numerous sub-folders, under 'Census' on C Drive.
Possibly the problem lay with Ancestry . . . or IE9 . . . I don't know but after twenty years of using Windows OS, Windows 7 would have to be the most frustrating and time consuming experience ever . .!