Sorry that you are having with your MP3 Extreme downloads. The default place for your downloads should be in your "My Music" folder. If you press the start menu and you click file explorer. You should be able to browse to c:\users\(Your user name)\My Music
That is where your music should be hiding.
If my answer has solves your issue, or at least advised you of your situation please accept my answer and rate my service. If you still have questions in regards ***** ***** issue, please feel free to let me know!