Just download something else and before you click "OK" look at what directory it is saving too. If it doesn't ask you where you want to save it, for Firefox go to Tools-Options and it will have a toggle that says "Save flies to" and then a directory in a box. Go to that directory. If you are not using Firefox you can also search your computer by going to Start-Search and type in the file name.If that fails, re-download the file. Make sure you are downloading from adobe's official website.