Your stupid pen drive didnt work

Dont forgt 2 brng pen drive 2 school 2morow

When you first download the software from the internet and it gives you that option (Run Save Cancel) and you push Run that file goes into it's own folder then it says something like save program on c:/ is that where you save the file in like a new folder or something. Or Do you Just go through the whole downloading prosses first then whatever folder it was downloaded to you just use that file and put it on to a CD