Running Windows XP, I downloaded Avast 4.8 Home Edition. I chose the “Run” option. Now I can’t find the downloaded program. Where did it go?
Do you mean the “Run” option in Internet Explorer (pictured)?
Download again, choose “Save” and make sure “Close this dialog box when download completes” is unchecked.
That way you’ll be able to see where IE has put the file and also “Run” it from the dialog box if you wish.