Until recently, when I clicked on a file to download it, a file would pop-up asking me to select the destination path & filename. No longer. The download now starts immediately and sticks it into a folder under my “Temporary Internet Files” . Sometimes (but not always) when it is finished a Windows Explorer window will pop-up showing the file, and I can then move it.
It seems like I had this problem once before, but don’t remember how to cure it. I haven’t made any recent changes to Internet Options, so I don’t know why this started happening.