I have created a folder on my desktop (the screen you see the most on your computer)....I call it PICTURES. then inside that I have one for TRIPS, QUILTS, PAINTINGS...etc. When you download from the camera, there is usually something in a popup that says "OPTIONS"....you'll see within that, a line that starts c:// or something like that. That's the "address" line telling you where the picture is downloading to. Click on a BROWSE button if you see one and identify the folder that you've created to hold your pictures.
Hope this is clearer than mud!!!