Though it all seems to be stored in some type of DATA file that you can't directly access, at least that I could find. The only alternative I could figure is to use a program like File Juicer. It worked great for me, just drag each file through File Juicer and it spit out every HTML/txt/zip file I had downloaded recently. (The only problem I saw is that if you are trying to save a program this way like from inside a zip or dmg or tar file, it juices that as well so you can't get the application).
Can grab File Juicer here, it does offer a free trial if you want to give it a go with that route.