cannot download anything

hello you guys
I am a new vista users. i cannot download any item from the net. as usual it
asks "open" or "save", but after choosing, i dont see the progress of the
download, and apparently the download item doesnt go anywhere. it does not
ask in which folder i want to store the downloads. so basically, rather the
downloading isnt working or isn't clear how to do it. miles away from XP.