How do i change the save location of a file?

out of habit i save downloads to my desktop

but now i want to take them off of my desktop

but my computer says they're not a shortcut so if i delete them, they're gone from the computer

how do i move the save location so i can take the programs off of my desktopHow do i change the save location of a file?
Right click on one of the files on your desktop.

Select Cut.

Now go to My Documents.

Put the mouse cursor over the files and right click. Select Paste.



This will move the file.