When you downloaded your image or font, a "Save As..." dialog box gave you the option of choosing a file location. If you didn't specify a destination, it went into whichever location was opened in the "Save in..." field.
WINDOWS: Open the Start menu, then select Files or Folders... from Find or Search.
MACINTOSH, pre-OSX: Select Find File from the Apple menu.
MACINTOSH, OSX: open a Finder window, and type Command-F to open the "Find" dialogue box.
Type in the filename and click Find Now (Windows), Search (Mac OSX), or Find (Mac pre-OSX).
When your item appears, either make a note of its file location or move it to a new location.
If you don't remember the filename:
Open your Netscape/Explorer folder: the files may have downloaded there by default.
For individual images, look for an item number; for fonts, look for an abbreviated form of the font's name; for sounds, look for an abbreviated form of the sound's name; for shopping carts, look for any file or folder named "clipart".