Vista Business & Internet Explorer PDF problem

>
> When accessing a pdf file from a trusted website (in this case Companies
> House) and using the "save a copy" option when the document opens in IE, I
> get the following message:
>
> For your computer's security, this file was saved to the Temporary Internet
> Files folder
>
> Do you want to open this folder? Yes/No
>
> Assuming you opt for Y to the above question, the file then seems to be
> saved under my profile to the:
> Stevef/AppData/Local?Microsoft/Windows/Temporary Internet
> Files/Virtualized/C/Users/Stevef sub directory.
>
> Great ! Not what asked for, but you would think resolvable, if longwinded.
> However, if you make the mistake of closing Explorer without removing the
> file you find you cannot navigate back to Temporary Internet
> Files/Virtualized..... as it isn't there.
>
> I'm a bit of a Vista novice, so forgive me if I have missed something
> obvious - but this is driving me insane - who's in charge here? The user or
> the OS???
>
> I hope someone can shed some light on getting IE to do what I asked it to do.
>
>