Under 'preferences > general > downloads > save files to' you can choose where you want downloads to be saved.

Thank you katherineanne but it has already been downloaded to "Downloads". So I still have to move it from '"Downloads" to the "Documents " folder. Thanks for answering.

Oh - You can drag it from the "Downloads" folder to the "Documents" folder - or am I missing your problem again?

Duh! I apologize for being so stupid but I am new to apple computers. This is my first MAC. Inreality it is my wife's computer. Thank you for waking me up.

It takes a while to get used to a new environment. I'd recommend Robin Williams's books - I don't know if she's done one for Snow Leopard but any recent one will have the basics of finding your way around a Mac.