Thanks. After poking around some , I think it is going in to Applications. Seems like an incredibly odd place to put something that is “Downloading”. I’d say that 999 out of 1000 people might think that would go into “Downloads”. It finally finished downloading, now tells me to click continue to install. That is not what I want, I do not want to upgrade my host machine. And there is no Back button or way to quit, the Red quit button is inactive. So I had to kill the file and now the download is removed from Applications.