How do I fix where I download to?

I have an updated mozilla and run on windows xp...i'm not really sure which of those is relevant or whatever, but whenever I download a new file onto my computer it saves to my desktop. How can I change the location it downloads to? If I download a picture I can save it to the folder directly, but if I download a new add-on for my mmo or a new game from my account on Big Fish it saves to my desktop....I've had to create a special file and had to move a lot of stuff to it every time my desktop gets cluttered. I remove and add things to my computer all the time so this can become very frustrating, how can I make it so it downloads into the 'downloads' file on my computer?How do I fix where I download to?
Tools--Options--Main--Select ';Always ask me where to save files';

Hope that helps!

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