Not finding files downloaded using IE9

After downloading a .jpg file from Ancestry.com using IE9, I can't see the file in Windows Explorer, and a search does not locate it.
If I try downloading again, it appears in the "Save As" window in the correct folder, but still is not found in Windows
Explorer.
Also there are more files in the "Save As" folder than in the same-named folder in Windows Explorer.
It is as if there is a duplicate set of folders that don't communicate.
In fact, when I switch the Folder Options to show hidden files, folders,
and drives in Windows Explorer, duplicate My Documents, My Music, My Pictures, etc.
folders appear, but they have shortcut arrows and access is denied when I try to open them, even though I'm logged in as an Admin.
I'm almost certain this is where the downloaded
files are, and suspect it's some sort of security issue, but I have no idea how to resolve this to access the files or so they will download to the location where I want them.
Interestingly, using Firefox I don't have this problem, but Firefox 6.0 is incompatible with the Ancestry.com Enhanced Image Viewer, which is why I've returned to IE9.
I saw a couple other similar posts, but the solutions offered didn't resolve the issue.
Can anyone help? Thanks.

Keys to the Problem Not finding files downloaded using IE9

Hi,

1.
What changes were made to your computer prior to the issue occurring?

I'd suggest you follow these steps and check if the issue persists.
Step 1:

I'd suggest you take ownership of the files and check if they help.

Take Ownership of a File or Folder
Step 2:

I'd suggest you put your machine in a
clean boot state and check.  A clean boot helps eliminate software conflicts.
Note: Follow step 7 to restart your computer as usual.
Step 3:

Perform SFC scan and check if the issue persists.
Step 4:

Test the issue in a
new user account.

Also refer:
Find a file you have downloaded
Downloading files from the Internet: frequently asked questions

Click here to download the registry repair application

Another Safe way to Repair the problem: Not finding files downloaded using IE9:

Click here to download the registry repair application .

How to Fix Not finding files downloaded using IE9 with SmartPCFixer?

1. Click the button to download Error Fixer . Install it on your computer.  Open it, and it will perform a scan for your system. The junk files will be shown in the list.

2. After the scan is done, you can see the errors and problems need to be repaired. Click Fix All.

3. When the Fixing part is done, your computer has been speeded up and the errors have been removed

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