Back in the days of Windows XP and prior versions, life was simple. Your downloaded files were usually placed in a downloads directory in the Binary Vortex program folder. Microsoft had to go and screw this all up when vista debuted.
To make a long story short, Vista used a technique that remaps files in the \program files\ directory to a subdirectory in the \users\ directory. There’s a few good reasons for doing this, but it really just serves to confuse the heck out of unsuspecting users.
New versions of Binary Vortex will automatically try to create a directory in the appropriate vista-compatible location rather than creating it in the program directory. However, if you upgrade an XP machine to Vista (or Windows 7) then you might end up with downloads still going to the old place.
To make all this simpler, I created a <Explore> button on the “Step 1″ page of the Binary Vortex window. The Explore button is down near the bottom of the screen in the “download directory” section. Push that and windows will open an explorer window to your downloaded files.