download location

Hi

With XP, and I THINK when first using Vista, when I downloaded files I used
to be prompted through a dialogue box for where I wanted to download to. I
would usually choose C:\forcopy, and that would be there in the dialogue as
the default, unless I had changed it the last time, in which case the last
used location would be there as the default - BUT, I was ALWAYS asked.

Now however, I don't get asked - when I want to download something, I'm not
asked it just goes to the "downloads" folder in my user folders.

In my registry, the Internet Explorer folder has

(Default) REG_SZ (value not set)
Download directory REG_SZ (C:\forcopy)

How can I get back to being prompted for the location I want to use.

Thanks