I have Zonealarm Extreme Security. I'm using Windows XP. I think since I downloaded it that things I download from the internet go to a file called My Documents under Desktop. This is not the My Documents that I use all the time and that I thought was set up by my computer. I have a download folder there for all downloads. I download merchant statements from credit card companies(Excel), pictures, and some neat presentation sent to me(PowerPoint). I can't find these downloads unless I search for them, still haven't found the PowerPoint. This My Documents doesn't appear when I click My Computer etc. I think I've got something in Zonealarm set so these events happen.