Its been like this for ages, and as I'm new to Mac, I'm not sure where to begin looking for the download location.....
Appreciate any help!!
From your description it sounds like you have chosen a location to download, i.e. the Applications folder, which the Adobe Download Assistant does not have permission to download too. I would recommend canceling the download and trying again. This time please choose the default location of the User folder to download the install files too.