Download stops in Windows 7

I experience some irritations in Windows 7, but also sometimes in vista

1. Trying to download drivers from Nvidia for my graphics card and it starts to load but just before it is finished, a popup comes up saying that it can not add the file to my desktop or in other locations and so stops the download.

2. Same thing if one is to download a picture it says that you have no administrative privileges to put the file exactly where to download it to.

Are you even logged in on the admin account? Tested to create a folder to download in?

Is just me on the computer and I am the admin. I know how to check it on after downloading... but it is not there?