Why does my Mp3 Rocket downloaded files were not saved in the default folder?

I already finished downloading mp3 and videos from mp3 rocket 6.0.6. but when i checked it on the saved files folder, nothing was saved. i tried to download the same files again but still it wont show up in the folder. i checked my default folder for saving files and it was correct. don't know what went wrong. anyone who knows about this