problems w/ d/l progs/updates etc. destinations

Hi,
I'm new to the forums but have been reading alot while trying to register. Lots of information!
I've got a vista 64 and 32 bit HP notebooks. Am having problems determining why/how downloads are going to variuos places other than C drive Program Files.
I d/l a bunch of HP updates and patches that went to some obscure folder in CHER a folder listed seperately from C drive (my nickname)> It's not like with xp you see exctly where a file is going sometimes. I have folders in there called documents and downloads and others. Many programs and plug ins and updates and patches end up in documents I believe it is and I can't figure out why.
Are they in need of unzipping? Are they operable or executable? Why aren't they listed in my Control Panels programs or in the vista desktop program list?
Thought it was Defender preventing programs from operating but upon further invnestigation I don't think Defender does that but only reports to yo if youtell it to> Regardless I uninstalled it sincen I have ESET's NOD 32 in each system and in the xp.
I don't know if I am clear since I am confused. Thanks for any help! Oh C drive is my default drive and that is why I'm asking...plus I can't find anything and need to know if I must lern how to move certain files and folders..
Cher (BIRDWISE)