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Internet Explorer usually goes to a certain location (such as My Documents) when you download something. However, I like to keep things more organized and I have a folder called "downloads" that has several subfolders that I point IE to. This tutorial will show how to do so. It involves editing the registry, so please back it up first (tutorial here).

1. Go to Start/Run and type regedit to open the Registry Editor.

2. Navigate to the following key (like folders in Windows Explorer / My Computer):

HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer

3. If there is a Download Directory string, please skip to step 4
     a. Create a new string (right-click in a blank space, hover over New-> and click String value.
     b.  For the name, type Download Directory
4.  Right-click the Download Directory string and click Modify
5.  Type the desired directory (ex. C:\Downloads) and click OK
6.  Close the Registry Editor and restart Internet Explorer if it is open.