Download Problem

Hello - I hope someone can help me with this. When I try to download a
file, say from download.com, sometimes the file just downloads into the
cache and I have to retrieve it before it gets deleted when IE shuts down,
and sometimes I get a download popup from IE to save it to my download
sub-dir. I also have Leechget loaded, but it never takes control of the
download. My IE behavior was the same before I loaded Leechget, so I do not
think that's the problem. What I really want is for Leechget to always get
the download.

Any idea how I can straighten out this download situation?

Thanks,
Tony