[Matt]

This might be because your disk space is getting low, and in that case downloads are sent to temporary internet files to reserve the space you have left. Downloaded items go to the browser cache first and are then copied to the desired user selected destination. Redirect the Temporary Internet Files folder to another drive.

Internet Options> General> Temporary Internet Files> Settings: Move. This way the cached download (which deletes as soon
as the copy to final destination is completed) and the final copy will both
go to a drive with adequate space.

I suggest downloading and using FireFox as your browser, if you haven't thought about it already. You can fix your problem easier using that.

Did this work for you?