How do I change the default save location of downloaded IE files?

How do I change the default save location of downloaded IE files?

The objects I'm downloading for a game are saving automatically to ';Temporary'; it isn't even asking me if I want to save them to a certain location (Which i want to do.) or rename the file etc.

Please helpHow do I change the default save location of downloaded IE files?
Windows default downloads are here:

My Computer%26gt; 'c' drive%26gt; downloads

You can drag it to whatever location you want, or make a shortcut, whatever...