Ok then, when you download it, your browser should ask you if you want to save it or if you want to run it, if you choose run it , then it's downloaded in a temp directory, and it's launched.
Now instead you want to save it in a directory where it's easily accessible.
So choose save and from the dialog , select a directory (Desktop is a good one...). Once downloaded it should appear in your chosen directory.
If later you want to save it in another directory to keep your desktop uncluttered and your PC organized , let's say you have a "Trading Software" directory, you can cut and move it there then you can right click on the file icon and select "send to desktop" (no idea if it's still available in W7 or Vista) and a shortcut will be created on your Desktop.
Or you can also right click and select "create shortcut" and a shortcut will be created in the same directory you are right now.
Take that shortcut and place it wherever you want.
This way you have the actual exe files well organized in categories, and on your desktop there's only the reference(shortcut) to the actual exe file, and in case you accidentally delete the shortcut, your file is still where you "stored" it and nothing is lost
Edit: All this stuff is usually done by the installation software, but since this is portable (no installation is needed) you have to do it by yourself

Hope it helps