iTunes downloads disappear

I've had problems downloading music/podcasts with itunes for a few weeks now. typically I save them to either an itunes folder or podcast folder. The problem is after the file is saved it's nowhere to be found. Initially a search was able to locate the file but it was shown only as a shortcut instead of the actual file. I've scanned my computer with three different types of software to possibly find a problem with nothing (to the best of my knowledge ) being found. In my attemps to "fix" the problem those files are no longer shown as shortcuts. Instead clicking on the file name takes me to what should have been the destination of the file when it was saved while downloading. Any suggestions? Thanks in advance.

I am also having the same problem downloading fonts. If I save it to my FONTS folder there's nothing there. When I seach for it I get a pop up showing where the sedtination was supose to be and that's it.

I've recently noticed that somehow my zip file program was deleted, which no doubt is at least contributing to my current problem. Trouble is when ever I try to install a zip program the same thing appears to happen with that just like any font or music files I try to download.

A Guy said:

Would you say ANY downloads you make "disappear" after they finish? Have you tried downloading to the desktop, and seeing if the partial download appears while downloading? A Guy

Excellent point - re: watch for the partial file.

@Garyjd,
Assuming that you have a good/fast connection to the internet:
Check how much free space your hard drive has before and after you download this 1.3GB ISO file from Microsoft: Download Windows SDK for Windows Server 2008 and .NET Framework 3.5 from Official Microsoft Download Center

As A Guy suggested, download it to the desktop. You will have plenty of time to watch the partial file grow in size. After the download completes, the file might disappear (based on what you are telling us).

If it disappears, check how much free space your hard drive has again. If something is deleting your downloads, then it is a waste of time to look for a deleted file. We will need to find out what is doing the deleting.

If the amount of free hard drive space indicates that the recent/large download is still on the hard drive somewhere - then we can spend time hunting for it in various ways. We will need to find out what is moving (quarantining?) your downloaded files.