Firstly, make sure that it is really saved on desktop.
When you download the program, click on Desktop before clicking
save.
If after saving the file isn't there, try this: (this is really
rare if you have to do this)
Open My Computer. Go to Tools, Folder Options. Under the View tab,
click Show hidden files and folders.
Do a search of the program on your hard disk if you still can't
find it. Still no luck with search, find alternative links to
download the program. There are a lot of mirrors for a program, try
those alternative mirrors other than the common ones you used.
