Well, I use Chrome, which has a setting in Settings that tells it to ask me where I want to save downloads, and that works great.
IN any case, you can always move the downloaded files to anywhere you wish, once the download completes.
And, the X3e update is an additional update that you need to download. Run the base install for X3, AND PLEASE NOTE - use the explicit Run As Administrator option to launch the installer. It is NOT enough to have a user account with Admin privileges - right-click on the installer program and click Run As Administrator to get the proper privileges for the install.
Als, temporarily suspend your antivirus software during installation of Sonar. You can enable it again after the install finishes.
Lastly, after completing the install, launch Sonar with the Run As Administrator to complete registration, and also when you run Dimension Pro in stand-alone mode, and also Rapture in stand-alone mode, all with Run As Administrator, to complete registration.
Bob Bone