Wasn't sure if this would be considered "data management" or not, so I am placing in the general section and I am sure someone will move it properly...

We have just upgraded to 2019 - both our machines and the vault. Most everything works properly. However, I can not download models from the internet (McMaster) directly to a folder in the vault, I can download to my downloads folder and then move to the vault - but that is cumbersome...

Any idea what might be wrong?