How do you "show things are downloading"?

Is its through a browser and your getting something off the net be sure to not check the box that says "close when finished".

Most things are found under "c:" "users" "(computer name)" "downloads" when d/l'ing from the net through a browser.

Are you using the browser to download or download manager? Califdadof3 is correct that usually downloads go to your downloads folder.

When you download something why don't you save it to a location (one you remember) and run it from there. That way you never lose the download after just running it.

My computer came with a downloads folder inside My Documents and most of my downloads put themselves there.

For your system, you may need to download a file from the net, then do a search on your computer for that file, that should reveal the downloads folder once and for all.

If your using Firefox and you download things and it clears from the list in that box that comes up so you can't click on them and you don't know where they went..
Then go into your browser click tools>options in that general tab it will say what folder your downloads are being stored in! You can also change from that page where they download to and whatnot, hope that helps if that's the browser your using... just made a wild guess here, otherwise the other replies here should help!