Unless you're sharing your downloads immediately, it's normal for the Saved File folder files to be red. Also, if you change the name of any file, it will cause it go turn red as it won't agree with LW's account of it. So refreshing the library usually solves that. On windows, the downloads don't necessarily immediately go to the Shared folder. Different to mac for some reason. But after the next time you open LW or sometime after that they will be in there. 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. You can also do the same with the Shared folder. Are you sure you have the correct Shared folder? Search your computer using your computer search & see if there's more than one folder called Shared.