I have both IE & FF installed and they update on their own.

Do you have IE 7 installed still?

If you open it and click the Help and go down to the About section and click it - a pop up will tell you what version you have now, maybe you have IE8 already.
or you can go into the Tools/ Internet Options/Advanced tab
and under browsing - make sure the box is checked for - Automatically check for updates

and it will be much easier to get the updates for IE that way.


If you don't have IE at all anymore then the download from the Microsoft website should be fine just click yes for a standard install.

Is it your antivirus program giving you that notice ?
["This is from an unverified publisher, with a not recognized digital signature (or something to that effect).]

If you know you downloaded from Microsoft site all should be fine.
It could be a standard AV type warning/pop up.

I have made a folder on my desktop for all downloads to go to, then i launch them from there.
I don't know why yours went to your documents ...