Hi David
I am Dave, I will help you with this, it is a common problem and is easily fixed.
1
Where do you ultimately want the Downloads folder to be, is that in a folder on the D drive?
2
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.