I am having a similar problem -- I download something from the internet, the prompts all come up, time elapses showing the item is being downloaded, and then it disappears. I have tried saving to various areas, but nothing happens. I do not have AVG and this problem has been happening since I got my computer. Yes, I do have Vista. I cannot download Firefox because I cannot download anything off the internet. Any suggestions? Thanks.
Before you start downloding make sure your computer have updated antivirus then run full scan it when you can succeed downloading ithink there is strong virus which hide your folder when you do so the problem will be solved.