This article is from the FAQ, by with numerous contributions by others.
Most Windows users have their temporary directory set to
C:\WINDOWS\TEMP but Netscape assumes that you use C:\TEMP unless
you tell it otherwise.
To correct this problem, do the following:
1. In Netscape, go to the "Options" menu. Choose "Preferences."
2. At the very top of the dialog there will be a drop-down listbox.
Click it, and choose "Directories, Applications, and News."
3. Change C:\TEMP to C:\WINDOWS\TEMP (or whatever your actual
temporary directory is) and click "OK."
Users of Windows or Windows for Workgroups can determine their
temporary directory by examining their AUTOEXEC.BAT file. The line
will look similar to this:
If no such line exists, you'll want to add one. Make sure that the
indicated directory exists.