Saving Files with firefox

[lightbringer]

Hi everybody. I'm using windows xp sp2, firefox 3 and dexpot 1.4.
When I download a file with firefox to the desktop, I can't find it in any desktop, nor in the one where firefox is opened, nor in any other; but if I browse in C:\Documents and Settings\username\Desktop the file is correctly there.
Is there any settings I'm missing?

Thanks