ok- now when i try to download the direct link- even with mcafee disabled, i cannot find it once it is done...any ideas? any other way to get the file to you guys?Thanks

Choose to Save it and then Save it where you can find it.

I suggest My Documents.

After you choose save browse to My Documents as the destination.

Otherwise it is probably going into Program Files.

Another way to find what you've already downloaded is go to start Search and choose All Files and Folders plus click More options and click Show System and Show Hidden

Then in the search box type hijackthis.exe

You should be able to activate it from here but please note where it is for future reference.