Items i download wont show up after its done downloadin. It will show up in the download box but when it is done downloading it will just disappear like if it was never downloaded. The only downloading options that i have on is "show all items being downloaded" and "save all downloaded files in to the downloading folder in the My documents folder"

I am not sure if you are referring to torrent files which are just reference links to the actual file you are downloading. If you are referring to the actual downloaded files it is most likely that they are stored in another location other than in my documents/my downloads. the location that you want your downloads to be stored can easily be changed. Xp will save it to the last location you asked it to so if you saved it in my documents it will be there, if you save it in the temp it will be there, if you want to know for definate then just download something and when says save it will bring up the location it is saving it to..if on the other hand instead of hitting save you hit run then it will save it to the temp folder.