Downloads going to temp folder

Two days ago I installed IE8 and at the same time ran Spybot. Now whenever I try to download a file, instead of my usual download dialogue box, my downloads go to a temp file, and I have to extract them to where I want them saved.
I just want my old dialogue box back. Can anyone help?

Disable That Annoying Temp File Popup In Spybot 1.6 - PC Pitstop Forums

i found this looking for your problem
maybe there was a popup that you closed, or spybot altered your settings... just re-install, and disable the popup, and make sure that you dont put anything to do with a temp folder in your directory options

Thanks. I did a system restore but now find that some files will download in the old way, but on different websites that I go to, they still want to download to the temp folder if I left click. The right click brings up my download folder on some of them so maybe I am stuck with this.
If anyone else has any ideas I would love your help.