First you need to find the file in Windows Explorer that you downloaded.  Then there are all kinds of ways to make copies of them.
   One way is to right click on the file and select Copy from the popup menu.  Then go to where you want to put a copy of it, right click and choose Paste.
   Another way is just to drag it to the location where you want it.  If you are dragging it to a different drive, it will copy it instead of moving it (in other words, it will not delete the original file).  If you are dragging it to the same drive, it will move it.
   If you have CD burning software, you can start it and copy the files through it to the CD.

Thanks for your response, Ray!
First you need to find the file in Windows Explorer that you downloaded
That's the part that is  my problem. Am I looking for an exe file or just the software program itself?
Sorry to be so dense...........

The file extension of the software that you downloaded may or may not be .exe.  I have downloaded programs that were compressed files and have the file extension .zip.

Because I always direct files being downloaded to a specific folder, I’ve not paid much attention recently to where the download is going from the server that downloads the files.  My feeling is that the default is on your PC and it is probably the My Documents folder (c:\Documents and Settings\the folder that has your name on it – at least that is the way it is with mine\My Documents.

You indicate that you have downloaded a number of files so finding them is probably going to take some time and effort on your part.  One clue to look for is that most – not all – downloaded programs use some form of an abbreviation of the program name for the file name.  Examples:
audacity-win-1.2.4b.exe, Designpro_V5_Limited.exe, DS_16_76_update.zip, Mid2mp3convwin.zip.  I think that you get the idea.

I’ve a cautionary, however.  Be sure that the file name fits with what you recall as being the name of the program that you downloaded.  Before opening the file, I would consider going so far as to right-click on the file name and select from the menu, <Properties> where you will often find the full name of the program, or its originator or source to ensure identification of the file.

My reason is that these are usually self-extracting files – that is to say that when you double-click the file name to open it, it immediately begins extracting program files, setting up your PC configurations for the program, and loading the files on your PC.  Ray knows the risks better than I do and he (or other ‘lurkers’) may not agree with me, but in my opinion, since it is possible to have a virus file on your PC via email or via broadband if you have no firewall, you could be opening up a file that could spell disaster.

I’m of the better-safe-than-sorry school which is the reason that I always look to see where the program is going to be downloaded and reset the destination if needed to a folder that I have created for the purpose – Example: c:\Downloaded Files.  This way, if I find a suspicious looking file name and it is not in my Downloaded Files folder, I don’t open it!

Another help is to enter the unknown file name into Google, Yahoo or whichever search engine is your favorite.  Often it will come back with the program name, company, and so on which slhould elevate your confidence factor.

Thank you so much!!
I have my work cut out for me, but feel more confident
jrs

   Usually the Save As dialog defaults to the last place where you saved a file to (sometimes it default to the My Documents folder but not very often).  That is, if you selected Save instead of Open when you downloaded the file.
   If you selected Open, then the file was downloaded to a temporary folder, run, and then deleted.  So if you selected Open, you do not have a copy of the downloaded file.
   If you selected Save, then most of your downloaded files should be in the same place.  I also download all of my files to a certain place on my computer but I do that for organization's sake and not because it will protect me from virus files (I doubt that it would).
   One thing that you could do is go to a website that has a download link, click on it, select Save from the prompt, and see where it defaults the Save As dialog.  You may just find all of your downloads there.