I friend who has a store and has been in the business for many years, he's not sure why it's DLing the files to a cache dir.
He did a test on his system, DL a file to a dir. he told it to save it to and it was their, zero bites until the file got done and he refreshed, didn't copy if from any cache dir. to the saved dir.
We both have DSL from the same local ISP, they got back to me and said it sounds more like a Windozes and IE 6 problem, not a dsl issue, I wanted to check anyway.
So next test will be Netscape and see how files DL from it.
I going to suggest a new Windozes title to Mr.(money)Gates.
Windows AP
AP: A_ _ Pain
PS Not even going to touch XP, was told it won't run many somewhat "older" programs, and durring it's boot-up it finds these programs and disables them, one at a time and then reboots itself each time, and theres no going back to a earlier version of Windows, you have to do a full reinstall.
And then the price tag for XP, Sorry Mr Gates I'm not going to make any more richer that you are now

Might even go back to Win98 SE more stable than ME.
Sorry