What's wrong with App.Path? Downloading to the Windows folder might not be the best idea but you can use the GetWindowsDirectory API function to get the path to that.
VB Code:
  1. Private Declare Function GetWindowsDirectory _
  2.  Lib "kernel32.dll" Alias "GetWindowsDirectoryA" ( _
  3.     ByVal lpBuffer As String, _
  4.     ByVal nSize As Long _
  5. ) As Long
  6.  
  7. Public Function GetWinDir() As String
  8.     Const MAX_PATH As Long = 260&
  9.     Dim sDir As String
  10.     Dim nLen As Long
  11.     sDir = String(MAX_PATH, vbNullChar)
  12.     nLen = GetWindowsDirectory(sDir, MAX_PATH)
  13.     GetWinDir = Left$(sDir, nLen)
  14. End Function