There might be an antivirus program on your computer removing it. It might be McAfee or Norton or something like that.
Open whatever antivirus you have and there should be a place where it lists the files it has removed.
I looked at all the possibilities in my antivirus program, including history and ways to stop blocking file downloads, but nothing is forthcoming, unfortunately. I wasn't able to add the file to pass through the antivirus check since the file doesn't exist in my laptop in the first place. I tried prematurely opening the file as it downloaded, but upon 'opening' the file, it just gives me a notice saying that my access request is denied. As far as my laptop is concerned apparently, the file does not exist. Thank you for your help so far; if it comes down to it I'll probably contact a tech support place to see what's up.