After the free download of Firefox 4.0 why does it not show or tell me how, when, or where it will be installed?

OK then. I click on the "Free Upgrade to Firefox 4.0" to get
the download started. The Windows XP download dialog box opens and the upgrade downloads. Then the "Save file" dialog box opens. That states....."You have chosen to open or run this file. exe. ect. blah blah blah".
I click on "Save File". The dialog box disappears.
Then nothing about how to install, when it will install itself, or anything about installation.
I have my downloads set up to appear on my desktop (as an icon) when they are complete. Nothing appeared and nothing happened. What's the deal?
Thank you very much....................i40.

If you don't usually get a choice of where to save a downloaded file, you can change that using:
Edit > Preferences > General > "Always ask me where to save files"
Then you may want to go directly to the source:
http://www.mozilla.com/firefox/
You should get the options to Save File or Cancel (not Open). Hopefully after saving you will be able to find the downloaded file in the location you specified.
One other note, before upgrading, you may want to back up your Firefox settings just in case. [https://support.mozilla.com/en-US/kb/Backing+up+your+information Backing up your information].

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