Well, you should have to change the Download Folder by yourself.

Extra > Settings > Main > Look at the Download Section an click "Ask me everytime[...]"

So now you can save the data in your own folder. If you can't download it twice, then please contact back.

thank you but i do not know what you are saying ? where is the download folder?

Your plugins list shows outdated plugin(s) with known security and stability risks.

• Shockwave Flash 10.0 r32

Update the Flash plugin to the latest version.

• http://www.adobe.com/software/flash/about/

It is possible that your anti-virus software is corrupting the downloaded files or otherwise interfering with downloading files by Firefox.
You can try to disable the real-time (live) scanning of files in your anti-virus software temporarily to see if that makes downloading work.
Do not forget to re-enable the scanning in your anti-virus software after you are finished with downloading and installing.

See http://kb.mozillazine.org/Unable_to_save_or_download_files (Disable virus scanning in Firefox preferences - Windows)

If you call up the Downloads window (press Ctrl+J or use the Tools menu), you should be able to right-click and download and "Open Containing Folder." This might be a temp folder.

If your download is just completely gone, are you sure the file is not malware? Check whether your security software has quarantined or deleted it without alerting you.