Safari allows you to specify where on your hard disk you would like downloaded files saved to. The default location is the current user's desktop.
Select General from the Preferences menu, which is now overlaying your browser window. Once General is selected, you will notice a section labeled Save downloaded files to:. Directly to the right of this label is a drop-down menu. Clicking on this menu will display the current download location with a check mark next to it as well as an option labeled Other... (see screenshot below).
If you would like to change the current download location, click Other....
