So I'm downloading away one day, and getting mighty tired
of the five clicks I have to go through in order to
download each file.  I finally start looking at the little
checkboxes, something to the tune of "always ask"
and "close this automatically".  So I check them just to
see what they do.

Yeah, bad idea.  Now the files are downloading to a
mysterious location and automatically opening.  I don't
want to open them *now*, I want to save them in a specific
location and open then *later*.

But I can't seem to find a place within IE's settings to
take back the results of those two seemingly-harmless
checkboxes.

If anybody has a suggestion, I'd love to hear it.