By default your downloads are all saved to your home>Downloads folder. But You can easily change the default folder for downloads within your browers Preferences (command-comma)
In Both Safari and Firefox you'll find the option in the "General" Tab. I don't have Chrome on this Mac (I find the...
You didn't specify which version of ATV you're using, but note:
The new Version: "Apple TV" Gen 2 does not show up in iTunes sidebar ( I assume thats because you don't sync to it)
I've heard of problems using iTunes 5 with ATV Gen 1 but haven't verified myself.
There's also an option under "Settings" Menu to select
"Standby" ATV1
"Sleep Now" ATV2
PS: ODDLY: my harmony remote is somehow able to issue this command directly thru a one button push. - go figure.
HTH xandra