The "Temp" folder is moved by right-clicking "My Computer" clicking "Properties", clicking the "Advanced" tab, clicking the "Environment Variables" button, and editing all four "TEMP" and "TMP" entries.
I don't have a "MSDownLd.tmp" so I can't help you on that one.
If its not there in "User Shell Folders" you can either make it or ignore it, its not a big deal.
Just a little way above the "User Shell Folders" you should see a "Shell Folders", just check if there is a "Recent" in there. If there is then just move that one. Like I said its not a big deal