Whenever I receive a file now, I get a message telling me it's unsafe and I have to save it somewhere else (or along those lines), rather than it saving itself automatically in C:/Documents and Settings/Owner/My Documents/My Received Files/.

I have to manually browse through my computer and tell where to put it, afaik, I haven't changed any settings about files transfers.

ps. I would show you a screenshot, but the MSN Messenger servers are busy.