I don't know what OS you are using, but on linux, I save all of those files to /dev/shm. Since this parks it in shared memory, once I restart my computer at some point, they will be gone. The same can be done by using a tmpfs as your default download destination and a script that cleares any file older than x days etc. I basically use two download folders: ~/Dowloads/* and /dev/shm/; the first is being used for Downloads I'd like to keep, the latter for temporary files.