explorer is the method of finding files on your system. The best way to access your LW downld folder: go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you.

I hope you haven't downlded a virus or anything! It might be worth registering at norbie's site & getting him to analyse it for you; NorbiesWorld (click on link)