Where do my Windows Downloads Go?!

I am on OSX and access a BootCamp install of WinXP via Parallels 6. I can boot directly to XP natively or I can access it via OSX and Parallels. While accessing XP from within OSX -

I have software that requires me to go to their site and download an update. Every time I do this (I think) Safari opens while in the virtual machine (?) and then downloads the update to somewhere that I can never find.

I have tried creating a "safari downloads" folder on the WinXP desktop, setting this as the location for the download in Safari (while in XP) and it always seems to go somewhere else.

Does anyone know how to fix or find these?!

Thanks.

 

Does it run Safari in Mac OS X or Windows? If it's the Mac version of Safari then check the settings in Virtual Machine -> Configure -> Options -> Applications.

Open the Downloads window in Safari. Right click the file that was just downloaded, then select "Show containing folder" or "Show in Finder".