Trying to rid my new laptop of "Win 7 Antispyware 2012." Got stuck.

Just got a new Dell Inspiron 14R. http://www.bleepingcomputer.com/virus-removal/remove-win-7-antispyware-2012 I'm using this procedure, on step four, I don't know how to save the file to my desktop. I've downloaded it, but where is the option to save it to my desktop?