When downloading a file, Windows users must choose between Run or Save. Run is actually a two-step process. First the file is saved to a temporary location, and then it is run (or executed) the same as if you had traversed to its location in Windows Explorer and double-clicked on it. The key is that the location is temporary. If you will ever need the file again, it is better to Save it, so you know where you to access it again. For more on the difference between Run and Save, read Ask-Leo.com.