Sometimes the Sims 2 installation doesn't create a Downloads folder. Thankfully this is easily fixed, just follow those simple steps:

1. Go to My Documents (Documents on Vista / Windows 7) on your computer (either through the Start menu or directly from the Desktop).
2. Double click on EA Games to open that folder, once there double click The Sims 2 to open that folder - ok we're in the right place!
3. Click on File -> New -> Folder in the folder menu (or right click inside the folder).
4. The folder should be highlighted by default, so lets name it Downloads (just type it in). If the folder isn't highlighted, click on it to select the folder, then click File -> Rename and type in Downloads.
5. The folder has been created! The final path to the new folder is now: My Documents(Documents on Vista / Windows 7)\EA Games\The Sims 2\Downloads Note the capital D and the plural s on the end - those are important for the files to work properly.