The default location where downloads are saved to is usually determined by your browser's settings. In most cases, it is your desktop or a predetermined folder. If you downloaded the track manually, you may have accidentally opened it directly from the site instead of saving it to your hard drive. If this is the case, you should either conduct a search for the file or download it again, making sure that you follow the instructions here. Please note that you do not have to purchase a track again in order to download it a second time - it can be accessed and downloaded again from your locker page at least 3 times.