it depends on what browser you are using to download, if it is I.E. 9, then you can change that in tools -> view downloads -> options -> change default folder. While choosing the default folder you should not pick the downloads folder under ur favorites, as that will allways be "windows drive":\users\"user name"\downloads. Your download library is not an actualy folder, but an xml file that points to some predefined folders, so choosing the downloads library will not do anything while choosing ur default folder. you should just directly browse to where you want the downloads to be. in general firefox and other browsers give you the option to choose and also the option to never be asked again.