PM Download/Export --Where do they go?

[Christo et Doctrinae]

Hi,

I just maxed out my storage limit for PMs, so I opted to download and export all of my folders. I assumed that this would go to my computer at some oint, and so chose the option to delete them from my folders once they were exported. I followed the steps, was presented with a page with all of my messages, but there was never given an option to download/export them to my computer. Did I miss it?

Please splain to me what I need to do next time.

Thanks!