Can I prevent auto downloading in temp folders?

What I would like is for downloads to start after I decide where they will go. I do not want a temp part file built in a roaming folder or whatever. I am using windows and this seems to be an issue in all versions. Basically, I would like to pick where my download will be saved, then for firefox to start downloading part file and all. At the very least, I would like to prefigure where this temp file gets stored for security reasons, but being able to send it to a place of my choosing each time would be better.

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