If you have a Download folder in your Library, refer to the image below:

Once you determine the path, click on the show in Explorer link to open the browser. By doing this, you will see if the current folder contains any content. Now, if your path leads to Program Files folder and you are running any Windows version above Vista then UAC blocking any content to be loaded there without administrative privileges. Another question, have you searched your hard drive for any additional runtimes?