1
Right click the Downloads folder and select Properties.
Choose the Location tab.
Click the button to move the Downloads folder back to its default location.
You will be asked if you want to merge the data in the folder, you must choose No.
The Downloads folder should them move successfully back to its default location on the C drive.
2
If that process is not successful:
Click your Start Button, type regedit and hit Enter to open the Registry Editor.
Click View and make sure 'Address Bar' is turned on.
Paste this into the Address Bar at the top and hit Enter.
HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
Please provide a screenshot of that Registry Editor page.