Welcome to the Lightroom Queen Forums! We're a friendly bunch, so please feel free to register and join in the conversation. If you're not familiar with forums, you'll find step by step instructions on how to post your first thread under Help at the bottom of the page. You're also welcome to download our free Lightroom Quick Start eBooks and explore our other FAQ resources.
I'm going to upgrade my PE 1.'1 with a download from Adobe. For Windows, should PE 7 be downloaded into the C\Program Files\Adobe directory or into the My Documents\My Pictures directory where the Catalogue resides?
Technically you can put it wherever you want, but I would let it go wherever the download normally puts it. If you're worrying that Lightroom won't know where to find it, then don't, it will.
Just in case we're talking at cross purposes, what you'll be downloading will be the installation file, so that can be saved anywhere, and backed up to disc in case you need to reinstall. Then you'll double click on that and it'll install to the proper place.