While I have sent feedback into Microsoft, I thought I might post here aswell.
In IE9 when you click a download, a pop-up from the bottom asks 'Do you want to open or save file.xxx from x.com' then gives you the option to 'Open' 'Save' or 'Cancel'
During testing, we found that users would just click 'Save' then not know where the file they downloaded went. After explaining that it was in the downloads, they complained that previously they just chose where to save the file and it saved there. Now they have to open downloads and copy paste to the location.
We could teach the users to always drop down and select 'Save as' but I can tell you it would be a lot easier if there was a group policy, or a default we can change so the default was 'Save as'
Other than that, I have no complaints :D.