Evertthing seemed to download fine. When I checked they were in a Temporary Internet of which I cannot find? Can you help me please?

Did you have trie to download it in a "classic" folder ?

Menhir, I'm afraid dawnclose has no clue what ¿she? is doing. Probably never ever saved the files, just opened them. Otherwise they would not be in a temp folder.

Temp folder for IE (for Vista and Win7): x:\Users\your account name here\AppData\Local\Microsoft\Windows\Temporary Internet Files
or
launch IE --> click on "Tools" --> "Internet Option" --> In the Browsing history section click "Settings" --> click "View files"

Next time save your fonts in other folder.