How to download files from the net directly to a flash drive

[flatearthling]

I wish to download some very large files from the net. Is it possible to download them directly to a flash drive w/o writing to my hard drive 1st? I have a Dell 2300 w/ pentium4 and windows xp.

 

[DelJo63]

on the link that points to the download, right-click and use the Save Link As ...
then navigate to the driveletter for the thumbdrive and SAVE

 

[SNGX1275]

I still think IE puts it in a temp folder before transferring to the drive. Opera will download it directly to the drive without a temp dir so you may give that a shot if what jobeard says doesn't work.

 

[hellokitty[hk]]

One of my more foolish friends was bittorenting on his flash drive...something like that will certainly lower your flash drive's lifespan.