What I recommend with any downloads, is to create a folder called "Downloads and Patches". I then create a seperate sub-folder for each and every download and save to that folder.
I assume you've done a search on your machine and not found anything. If its lost you'll just have to start again (always save the download - NOT run it first). You may be lucky and a temporary file has been created with the partial download there and not need to re-download all of the file.
Hope you resolve your problems. Photoshop is a great tool.
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