One of the most useful features of IE9 is the download manager.
“Download Manager lists the files you've downloaded from the Internet, shows where they're stored on the computer, and makes it easy to pause downloads, open files, and take other actions.”
The article Using Download Manager in Windows Internet Explorer 9 explains how to
- Open the download manager
- How you can use it to track of what you have downloaded
- Choose where downloads are stored on your PC
- Remove files form download manager
Also if you right click on a file in the download manager you can do other things such as.
- Delete the file
- Copy the download link so you can send to someone else
- Go to the downloads webpage
- Open the folder of where it is stored on your PC
- Report that the file is unsafe
- Rerun security checks on it including SmartScreen filter
Read more at : Using Download Manager in Windows Internet Explorer 9