I set up the download manager to ask me where to download to. I just started downloading something. It didn't ask me where to download, and I have no idea where it is downloading. This has never happened before. Pleas help.

I have the download manger set up to always ask me where to download a file. I just started to download a file from rapidshare and, for the first time, it didn't ask me where to download it, it just started downloading it. I have no idea where to find the file I'm downloading. Please help. == This happened == Just once or twice == I started downloading a file