Downloaded PDF files not visible

Windows Vista Home Premium
IE 8

Occasionalyy, after I download a PDF file using Nitro PDF, I cannot see the file. The file download completes, but doesn't show up. However, if I go to download another file using Nitro PDF, all of the downloaded files show up in the "Save As" Windows Explorer window, just not in the regular Windows Explorer window. I can open the files from there the "Save As" window, but cannot see the files - some files saved on my Desktop, others in a folder.

It's strange because this does not happen to all the files. It also occurs on regular IE downloads, just not as frequently.

Any ideas on how to make the files visible?

Thanks