When i download a song when it says the song is complete why wont it go to my saved folder?

For fast & easy access, 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. See if it's in there after all.

BTW some files will not show in shared if you are not sharing your downloads. Settings for that are under Sharing where there's a box to tick.

a? la ku alam d2