Also note that you can open files that you have just downloaded by double-clicking on their icons in the Safari Downloads window, rather than having to navigate to your downloads folder to find and open them.
(Another useful trick: You can immediately locate a file by clicking on the magnifying glass icon next to it in the Downloads window.)
Edit: I think both Mulder and I were thinking of the Mac version of Safari when answering your question. Some of this is the same in Safari in Windows, but some is not. Checking ...
Message was edited by: Rachel R