files copied on my pc disapper

i'm tring to copy a file from a server, about 1Gb, i drag the file from winscp then i drop it in a folder on my desktop, it start to copy (in a temp folder) and when it finis the copy there is nothing in the folder on my pc, is not the first time it do this but now it continues even if i try 3 times. how can i do?

thanks

It must be somewhere :-) It is neither in the temp folder? Does the transfer from temp folder to the target folder start at all (in separate window)?

i searched in temp and by google desktop but i don't found it :(

OK, and what about the second question?