Most browsers (by most I mean Firefox and Internet Explorer) do not download the file directly to where you specify, they either 1. (Firefox) Create a temporary file in the destination directory or 2. (Internet Explorer) download the file to a temporary directory and then move it.
So, I see a couple of potential problems here.
Are you trying to save the file directly to any kind of removable storage device? i.e. a USB flash drive, external hard drive, mapped network drive, etc? If so, choose to save the file instead to a local, permanent storage device (My Documents, the C:\ drive, etc.) and see if that corrects the problem.
Is there anti-virus software running? Try downloading a file (please, a TRUSTED site and TRUSTED file) with the AV software disabled or turned off. Did that fix the problem?
I have no idea about the C++ error / debugger. If you're using IE and getting that error, try Firefox and see what happens.
The reason I am leaning towards the removable disk / AV software being the issue is that I ran into this issue the other day. I was transferring files to my new USB 2.0 external hard drive... the file transfer completed and I could see the files there. I went to "safely disconnect mass storage device" and I got the user mapped error you mentioned. It turned out that the anti-virus software on my machine was still busy scanning the newly created copied files. I killed off the anti-virus software and was then able to remove the external drive. So in this case, I think it's happening to you because immediately after the download completes (you have the whole file from the website) but before the dialogue box reaches 100%, the browser is either trying to rename / copy the file to it's correct name, or move the file from the temporary internet files directory to the directory where you chose to save the file.
actually, whenever I am trying to save something I am saving it on my desktop first aka c:/local drive
the thing is.. yeah I am using IE... I am also using avg anti virus currently... I am thinking about using the norton corp that comes with my work/school package.. I wondering if I can use the norton corp? that is for xp...
and the thing is.. yesterday.. I accidently pressed the stand by mode on vista.. now I am unable to see/local any of my external drives.. and the weird things is.... I no longer get power/power lights on all my external drives!!!!!
what the heck is up with vista... ... ugh..