There is probably a gap of Vista. In a customer´s computer also something similar happens. When I order to a page download a file, the pop-up start and say if I want to execute the file or save it, I ordered save it in a determinate location on the computer. The process start and seems to be all ok, but when the download process ends I cannot find the file in the place I ordered to save nor in any place in the hard drive. It´s a curious mistery of Vista Premium.
Hope anybody find a solution to this problem.