Vista - downloading problems....

please help!

1. everytime i download a video or something from the internet it
automatically goes to my download folder.....but eveytime i visit this
folder, it comes up as empty even though it tell me that there are items in
the folder

2. sometimes i open a folder and it fails to appear in the startbar at the
bottom

3.media cannot play a single song without jumping several times

4. if media player is exited halfway though playing a file the sound
continues!

....this is just a small number of the prblems your new operating system is
giving me....please help!