Problem with download items

Dec 28, 2006
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Scotland, UK
Your Mac's Specs
MacBook Pro 15", 2.16 ghz, 1GB ram, 120GB; iPod Classic 80GB; iPod shuffle (2nd gen); iPhone 16gb
Hi guys, just having a bit of an issue with files that I have downloaded. Whether it be images, text files, pdf files, etc, if I download them to the desktop, they don't appear. I have found that when I search for them and then click on the result in the search window, they then suddenly appear on the desktop as if by magic.

It's not a complete disaster or anything but it's a bit annoying and I find it quite strange. Never had anything like this on any older Macs I've had.

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