C:\Documents and Settings\Jim but after that I am lost. How do I get to “LocalSettings\Temp”?
Your Local Settings\Temp folder is hidden at the moment. Do the following:-
Start - My Computer - Tools Tab - Folder Options - View Tab - "Hidden Files & Folders" - change to "Show Hidden Files & Folders" - click OK
You should now be able to go to C:\Documents and Settings\Jim\Local Settings\Temp
If you want to SAVE the downloaded file you should move it to a Folder where you can find it again. Usually in My Documents folder you would have folders like "My Music - My Pictures - My Videos" Save it to "My Videos" or Create a Special Folder and name it "TV Show Downloads" or similar.
If you haven't already got it may I suggest you download "Download Accelerator Plus" (DAP for short) which will significantly increase your download speed and it is FREE. Then when you download via DAP you will get the option to "Open Folder" (See Screenshot from LINK I am giving you"
and do a Anti Virus Scan with your own anti-virus software BEFORE opening it.
Don't click on the "Run a free scan for PC Errors" - just click on the Download Now button.
Hope this helps you.