how do i stop downloaded files from auto saving?

[Katie Z]

I use Opera for my internet and I run windows 2000.  Whenever i open a file on the internet, the window normally pops up and asks if I want to open the file or save it.  I almost always click open the file, yet it saves to my documents folder anyways.  Is there a way I can stop this from happening?  it is a pain to go back through the folder and delete files.  

Thanks

[Flame]

Can you edit this in the settings menu?

[glb]Flame[/glb]