How to save downloaded files while using KALI liveUSB?

[xDecreased]

Hello,

I have the KALI LiveUSB on a 8GB USB.
If I download something while using KALI, and then I reboot the PC, the downloads are all gone.
I save them in the destop (AKA root dir).
How to make them save on the USB, so the next time i reboot, I will have all the files I've downloaded?

Thanks,
xDecreased.