Firefox has a download manager, it actually lets you choose where to download to.

• use keyboard ctrl + j or firefox button -> downloads
• right click in the downloads window on the item of interest
  then use open containing folder, that should take you to the downloaded item itself
• see also downloads window

Thanks for the info. I tried it , can't find my downloads..they're not in the box. So, how do I download Pixlr so I can find and use it?

Are you able to open the downloads window, using Ctrl + J, or the menu. Do you then see downloaded files within it ?

If you want to try it out left click your own avatar image and use the save option, that will download the image, and it will appear almost instantly in your download window, (it is a very small file) . Then open the downloads window and right click the avatar file and use the open containing folder.

If you then try to download another file something similar should happen. If what you are doing is adding an add-on, then that should automatically install, although it may need a restart. Use Firefox button -> Add-ons to open the addons manager tab, and look in the Extensions tab for a newly installed Add-on.