What would stop a file in an XP machine from being stored on a drive when dowloaded from any download site on the web?

What stops a file from showing up after what appears to be a successful download to a folder on a hard drive on a Windows XP macine?  I have tried to download and save a number of files from the internet.  I have used several sites, including winamp.com and open-dent.com for the trial version.  Each time the download appears to be workign perfectly.  When I go to serach for the file, it is never in the folder to which I said save it in the download dialog.  I was at first using a dial up connection.  I guessed that something was happening during the long down load, but when taken to a broadband connection, I get the same result.  It is only on this one machine.  I turned to a second machine with the same Windows XP operating system, download the files to a flash drive and moved them to the machine that would not stored the fiels when donwloaded directly on the machine.  After transfering one of the installable "exe" files, I was abel to set up the application and run it with out difficulties. However, I still have needs to download applications on the machine that will not accept a download directly.  I have loaded Windows Defender and scanned my my machine with it.  But I still get the same results.  I have no idea why the files are not accessible or if they are even loaded on my drive after the download procedure finishes.    Surely, someone else has had this experience.  I am guessing it is a "security" matter, or some kind of virus or adavware disruption.  I truly do not know what could cause the problem.  I have never had such an experience as this until I began the first time to download "Microsoft Antispyware Beta 1 on my dial up connection.  I have tried that several time before windows defender came out.  It never successfully downloaded and installed.  Windows Defender did successfully download and install, but nothing else has since.  
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First thing you need to do is determine whether this is the OS, or IE causing the problem. Try to put Firefox on your machine, via the usb drive. Try to download with that, and see if you get the same problem. Let me know
It sounds like a browser hijacker to me.   Browser hijackers often block downloads and updates to stop you from removing them.  If you are hijacked, you won't be able to run an online virus or spyware scan, even if it looks like you are.

To clean off common browser hijackers, go to a different computer and download Stinger.  Save it on a floppy or any other removable storage, take it back to the original machine and run it.  If it finds something, you will need to delete the Restore points as explained in the instructions.

Download stinger here:


Read the instructions -- don't skip step 6.
Just for the hell of it, uninstall Windows Defender, then go back and try to use a different antispyware product. Microsoft loves to break stuff with their own software. :-)
Definitely uninstall Windows Defender.
Then, with that done, open IE, go to TOOLS/INTERNET OPTIONS/ADVANCED and click on Restore Defaults.

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Another thing to check - in IE, go to Tools, Internet Options, Security tab, then Custom Level.  Make sure File Download is enabled.  Maybe Windows Defender disabled it.
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