my files that im downloading aren't saving to my folder, and i can access them with my itunes but only when i have it open. how can i get them to save into my intues folder??

I presume you're using Windows right? If using Mac OSX you can have iTunes copy them automatically to it's music folder.
You could make iTunes your download folder. Else, add them manually as described here How to transfer music to my iPod (& iTunes)