A program is downloading a file to my PC without telling me where. How do I locate the download folder ?

DVD Ripper can help copy whole DVD to your hard diver, then you can burn them to blank DVD using burning software.
I recommend you Altysoft DVD Ripper, it so easy to rip DVD to iPod.
Altysoft DVD Ripper can also rip DVD to other devices and video formats, such as: iPhone, PSP, Zune, Xbox, Nokia, avi, wmv, 3gp, mov, flv and more into avi, mov, asf, wmv, mp4, 3gp and others.AVI, DVD, VCD, MPEG can be converted by Mac Video Convert Master. Supported formats: AVI to DVD, AVI to VCD, AVI to MPEG, MPEG to AVI, AVI to WMV.
Altysoft DVD Ripper is a very easy and powerful DVD ripping software, which can convert DVD to various formats.
Beside above-mentioned functions, it so easy to download YouTube videos from YouTube website, just specify the URL for the video you want to download.
usually the free version only have the basic functions, poor services and video quality.
You can have a try--Aiseesoft DVD to iPod Converter.Mac FLV Converter which can convert FLV video for Mac with editing functions.
It can convert almost all kinds of DVD movies to iPod video MP4, MP4 AVC and iPod audio MP3 and M4A, AAC
more information:
here is how to use it:
Step 1: Install and run Aiseesoft DVD to iPod Converter.
Step 2: Place the DVD into your DVD drive and click the “Load DVD” button to load DVD.
Step 3: Select iPod video formats from "Profile" drop-download list
Step 4: Set the special settings such as "trim","effect",etc to cater to your need and click "Start" to start your conversion.M2TS converter is a multifunctional software which helps you convert m2ts files to AVI, MPG, WMV.
I recommend you a useful and free tool that can convert video, rip dvd and download YouTube video to iPod. it called "Next Video Converter".
Next Video Converter is a free video converter and DVD ripper with easy-to-use graphical interface, fast converting speed, and excellent video quality. It can convert almost all video formats including DivX, XviD, MOV, RM, RMVB, MPEG, VOB, DVD, WMV, and AVI to MPEG-4 movie format for iPod, iPhone, PSP or other portable video device, MP4 player, or Smartphones. It can also rip DVD to any video format.