Where is the file while I'm downloading it?

Factual Questions
1

Internet Exploer 6, Windows XP Pro

I was downloading a large video file today, and partway through the download, I wanted to preview it to make sure it was the right thing. But, for the life of me, I couldn’t find it. I told IE to save it to my My Documents\My Videos folder.

I checked the Temporary Internet Files Folder (C:\Documents and Settings[user]\Local Settings\Temporary Internet Files), but the partially downloaded file wasn’t in there. After the download was complete, a box popped up momentarily that said it was moving the file from a folder named something like “MHTGYFR” to “My Videos.” I recognize that kind of odd folder name from the temporary internet files in previous versions of Windows/IE. But that folder doens’t appear anywhere I can find it, nor do any other strangely named folders show up anywhere.

So, while a download is in progress, where is the file that’s being written, before it’s moved to its final destination?

2

It is in the Temporary Internet Files folder, but as a cache object, rather than a valid, properly-named version of the file.

3

Plus it might be a hidden file, which you might not have asked Windows to reveal (Tools>Folder Options>View>Hidden files/folders)