The setting is different depending on which browser you are using. In Chrome: Click on the wrench tool in the upper right-hand corner, select "Options" and the "Under the Hood" tab. Scroll down to Downloads and either browse to your preferred location or click on the prompt option. In Firefox: Go to the Tools menu, select "Options", select "General", and select your default location or "Always ask me..." In Internet Explorer: You have to make a registry change which requires more advanced knowledge of your operating system. Contact the computer support help desk. I recommend that you use Firefox or Chrome as your browser of choice for Gmail.