Clean up after yourself. There is a specific reason the Desktop is my preferred place to download anything and everything. Your Desktop (that main screen on your computer) is blessed with a visually limited amount of space. If you keep it clean, your stuff will be easier to find. You will only have to give the file name a cursory glance, so you have a general idea of the name. With a nice clean Desktop, finding it will be no problem.
Consider your desktop a temporary landing area for files you download. If it is an installation file for a neat new software you are wanting to try, DELETE the installation file once you have your software installed. You don't need it any more. In fact, there really is no reason to save installation files. Chances are, if you ever need to install it again, that file you downloaded (Lord knows when) is outdated, and it makes more sense to just get a fresh one.
If you are downloading books for your Kindle, then drag the book file to the Documents folder on your Kindle, you don't need that originally downloaded file on your Desktop any more. Delete it. Or if you want to save it in a special folder for future use, or sharing, create a special folder to keep in your Documents folder on your main computer (not your Kindle). After you download a book file to your Desktop, decide what you want to do with it. Drag it to your Kindle documents folder, then drag it to your special folder so you know where it is, and keep your Desktop nice and tidy.
Create a new folder: A quick way to create a new folder is to right click on the Desktop (CTRL+click on a Mac) and choose New Folder. Give your new folder a name. Then drag it to the Documents folder on your computer for safe keeping, and so you will always know where it is.
Decide what you are going to do with the files you download immediately. Do not let them languish on your Desktop longer than absolutely necessary, or you could end up forgetting them. You wouldn't want to end up with a mess of a Desktop... really unfun to look at or clean up.