How to create a Download folder in Internet explorer

In Google Chrome and Mozila fire fox there is a option to set Download location.. In google chrome it is under options*--Under the hood--Download location......This is same in the case of mozila fire fox



But Internet explorer does not provide such a option. You can set downloaable location through Registry Settings--Start>>Run>>regedit>>Hkey_current_User>>Software>>Internet explorer>>Double click>> on the right side you will see Download Direct>>Under data set your location