[Mortelle]

The MP3 will save to whatever directory anything else you download from the internet saves to. By default, this is normally your "Downloads" folder (C:\Users\%YOURNAME%\Downloads on Windows). To change this (if you want to), you need to open your browser's settings and select a directory.

For Firefox:
Click the menu button, select options, then select options again. On the General tab, there will be a "Downloads" section. Below that, there is "Save files to", then a directory. Click browse, and select where you want them to be saved.

For Chrome:
Open your Wrench menu (far right of the screen) and select Options. Choose "Under the Hood" on the left, then go to Downloads. Where it says "Download Location:", choose your desired directory.

For Internet Explorer:
Google either "Download Firefox" or "Download Chrome", install one of those two, then follow the above instructions.

Good luck, I hope this helped!