downloads disappeared

I have a program that catches SWF files (flash files) using it in IE7 it
does not work.
What I want to do is to clear up the attempted catches from my computer.
The trouble is the said files are not in my documents.
I remember reading some where in one of these newsgroups a working path to
the virtual folder they (the SWF files) are?

I wonder if anyone can help me out with this thing?

Any help would be gratefully accepted.

NIK