help with Downloads

I dont know what's wrong, but my pc is not asking me where do i want to save a file, when i download something it just automatically download the file and i want to know what option i have to move to make it ask back where to store the downloaded file

.....i went to the site in >>10 and all i get now is a bunch of "your popup has been blocked" beeps. its kinda soothing. but i loathe to imagine what would someone with windows get if they clicked on it....