Ay, it saves to whatever folder you choose it to save it in.
ie.
c:\>My Music files
j:\>Music\Mp3s\Sorted\Albums\A-D\Bon Jovi\Bon Jovi - One wild night.mp3
wether them be downloaded or "ripped" off of a CD they end up where you put them
Still, as BP said, they can be reached and burned with any (good and working) burning program.
Argh! was the same as BP wrote, but i had to much writing in me