When I download songs, it shows that it is being saved in temporary folder but later I am unable to listern it. How to set Temporary folder ?

What program are you using to download the songs?

What browser are you using? And what site are you downloading from?

Try, Right Clicking oon the song link and selecting (Save Target As / Save Link As) then select the folder you want to save this file in.

Hope this helps :)
Grant