Problem with downloads in windows 7

When i want to download files with jdownload or in any of the browsers or from any of the sites that work like rapidshare or so i dont get the popup with Q "where do you want to safe this file?" after the click so i can start download but after the file was downloaded in some temp location that i get the message and file is downloaded in sec. This is happening in FF - my download manager is started in the end, so if i click to download file size 50MB my FF page is showing "connecting..." in tab and after 10 min ask to save file with popup(download in FF) and then files is saved in sec on the selected location. It looks like download in FF or any of the browser dont get the files until they are downloaded on some other temp location on comp. Same goes with jdownloader, in progres bars for download i dont see speed or progress of download. Its only shows "Download" and after the files is downloaded, 2sec or 1hr no difference, it shows finished and fie is downloaded. I am using ESS Nod32 for protection and the same goes if i uninstall ESS. Everything was working fine 3 days ago and i dont remember changing anything on my comp. It really big problem for me because i dont see any progress of download or if i am really downloading the file. Please any idea would be great...

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