I recently did a Windows Update, updating Internet Explorer.

Now when i download files, it doesnt ask me where i would like to save the file too, it just downloads it in C:\WINDOWS\LOCAL SETTINGS\TEMPORARY FILES\CONTENT\IE\

This is a right pain, any ideas on fixing it, so i specify where the download should go? Im worried someone might go on my PC when im not around, and download something that may have a virus on. (for some reason ZIP files are automatically extracted, and i have checked all options with my Zipping program).

Cheers