For Internet Explorer:
- Click on Start—) Run type regedit click ok
- Navigate the following key from left pane HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer
- Now you should see Download Directory key from right pane or you can create one
- Right Click --) New STRING VALUE --> "DownloadDirectory"
- In the value field "D:\Downloads", and make sure you have a folder "Download" in the D:\ Drive
FireFox: (The Best)
Tools--) Options--) General--) You can change the Download Folder from the "Downloads"