Windows 7 Can't find downloaded files, Windows 7 Home premium

I purchased a computer "open box" at a retail store. Everything seems to be working OK, but whenever I save or download a file using IE8 I can't find it!. It doesn't matter where I save in the save as window the file cannot be found even by the search. BTW if I use the Chrome browser everything seems to be OK.
Any thoughts on what I need the do?

Thanks

 

[Captain Jack]

Hello and Welcome to W7F !

Open your IE go to Tools | Internet Options | Advance tab | Click on Reset then try it. Maybe some Toolbar or add-on might be messing up.

 

[Pcola999]

Thanks, I tried it but still have the problem.

 

[Trouble]

What happens when, after the download concludes, you select the "Open Folder" button in the download progress dialog box. Does it attempt to open the folder that you saved the download to, or do you get an error.

 

[Pcola999]

It attempts to open the folder.