How to change download settings on IE 8?

When you download stuff on IE, it usually gives you a choice of where to put each file, what to name it, etc. But, i messed this up by unchecking the box which said "ask me this every time a file of this type is downloded" - this was in the previous window, which asks you whether to open or save the file. I figured it would just skip that one box - but instead it automated the entire process, and tacked on a command to play each downloaded video file as soon as it is completely downloaded!! So, i lost control of the process and cannot for the life of me figure out how to get control back. Any ideas?

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