Downloading Problems

Hello,
recently i had my laptop rebooted and upgraded to vista ultimate and ever since then when i go onto the internet to download programs, music, ect basically anything, it wont do it. i go through the normal process of clicking save and choosing where i want to save it to and then i watch it download and see it copy onto my desktop but then just as i watch it appear on my desktop it disappears and is not on the computer no more :(, can anybody help me PLEASE, im only 15!!! and im useless with computers thanks x