WHY?
It sounds like an attempt to run a virus...

Here are 5 approaches.

1. check out System.getEnv to see what is in the environment. You
could ask people to set up a pointer to it.

2. check out system properties. See
thtp://mindprod.com/applet/wassup.html

3. Most browsers let you configure or select where a download goes.
Just tell him to put it in some special place.

4. Give the user a file dialog and have him go find the file for you.

5. Use Java web start.  Convernt the native code to a DLL and include
it in the Jar. Then you need to concernyourself with where it is. I
went almost nuts trying to implement SETCLOCK as an Applat.. It is so
hard to make independent native code work in a browser independent
way.

At least on Vista, even when I run as an administrator, when I try to
look in the "Temporary Internet Files"  directory I get a message that
I am don't have access.

It may be a virtual directory that points to some real directory.
I find this all quite confusing.