Catty I Don't know if Vista has this tick box but Its worth a Look I am Using XP
2 questions
#1) Can you get inside the "appdats" folder to see the Individual download Folders?
Possible workaround solution May be able to Drag and Drop the Files into a New custom folder and Try opening them from there?

#2) This is the XP Method you may find this worded differently(with Vista)
2a)If the folder does not open then Right click on the Folder and Select Properties
Now into unknown territory Here
There will be a Tab on this window called
"Sharing" There will be 2 sections 1 for "Local sharing" and the Other for "Network sharing"
Local sharing = Your computer & private Network
Network sharing = Public network and the Web
There is a solitary tickbox on Mine Labeled
Make this Folder Private
It should be unticked and Greyed out
However If there is a tick here untick it
and we need Help to secure It is not ticked
This Involves Going into the Security controls
and altering the "Permissions" on the Folders in
Administative Tools And I'm Clueless on where to start with Vista
It'll be Called "Network or Folder" on the Local ? services Link .
I had a peek at a wholesale change on the Permissions for Vista on a "Tipsite"
and while My Possible way takes a few Clicks (with XP)
The way outlined Here for Vista (with Pics) would take forever and a day!

I hope Windows 7 does not have a Method like this (Is released this week Oct 22nd)