The download will go directly into Microsoft Money.
If you want to skip the manual steps of saving the file and changing the file extension, you will have to do a few tweaks to make the computer open the file directly as if it’s a file.
If you are still having trouble locating your Microsoft Money data files, you can perform a Windows search for the data files by the file name extension.
For more details on searching for data files, especially if you have older version files, read "How to Find Your Microsoft Money Data File" first.
The new generation online and mobile account tracking applications such as Mint or Personal Capital are easier to use but desktop applications such as Microsoft Money or Quicken still have their advantages in some ways.
See Mint and Personal Capital vs Quicken and Microsoft Money.