After you have all the files down loaded onto your computer, go to the "downloads" within your computer. Then you can move the files to your PC, or USB, or separate hard drive.
I don't leave files in the down loads on my PC. I use as a temporary parking place. I rename the down load with file names that make sense for me so I can find them easily later.
Hope that helps!
PS: I apologize for the picture sizes. If you click on each one you can see it better. I was trying to get you the info asap.