There are many non MacOS X questions posted and replied to, on 'macosx.com'.
01. What is your web browser application?, and what version?
Netscape Communicator, v. 4.7.5:
Select the 'Edit, Preferences...' menu item; then under the 'Catagory' column click on 'Navigator's disclosure triangle, and then click on 'Applications' (indented, under 'Navigator'). You should then see 'Download files to: ....' and a 'Choose ...' button - in the right hand side of the 'Preferences for ...' window. What does 'Download files to: ...' completely state?
Internet Explorer, v. 1.5.1:
Select the 'Edit, Preferences...' menu item; then, in the left hand side column, click on 'Receiving Files' disclosure triangle, and then click on 'Download Options' (indented, under 'Receiving Files'). You should 'Download Folder' section with 'Location: ...' and a 'Change Location...' button - in the right hand side of the 'Internet Explorer Preferences' window. What does 'Location: ...' completely state?
02. How did you come to the conclusion of '... computer said cannot open cause it is in a invisiable file ...'?