Downloading a Puzzle with
Internet Explorer 6 or 7 and Vista or XP
Select a puzzle you like then click on the
piece size you want to play -as you can see in red,
I selected the 48 piece size.
alt
Once you click on the piece size,
you will see this menu.
Click on "Save"
Once you click on "Save", you will see this "Save in" menu.
Be sure you see the "Desktop" showing then click save and
Woo Hoo! you're done.
You could save to most any folder but the Desktop is the most common place
because it's so easy to find.
Later  on you can create a Games or Puzzles folder
and copy all the puzzles there.