Assuming you are using Windows 7 the default download directory is:
C:\Users\YourUserName\Downloads
where YourUserName should be replaced with the name of the user you are currently logged in as.
When in doubt another trick I use when on an unfamilure computer is to start a download, click "Save" to see what folder the download wants to save to by default (at this point I usualy copy the folder path as well), and then cancel the download. After cancelling the download I can open Windows explorer and go to the download directory on my own.