Here are two ideas:

1. One could change IceWeasel's Edit>Preferences>General>Downloads
FROM: 'Save files to {/home/knoppix/Downloads}'
TO: 'Always ask always ask me where ...'

2. If there is a 'good' answer to 'where' then one might change the
default to that, instead of 'ask me where'.

Leaving IceWeasel set to its download default is asking for trouble
for those downloading into OS media of relatively limited size.