Which Operating System are you using?
The default for windows is C://Docs & Settings/User Name/ Shared
Not sure about your OS!
You can of course go to LW's Library window & select the Saved Files folder & press the Explore button which will open it up for you. From there you can drag & drop or copy, etc. to yur prefered destination. Some mp3 p;ayers have their own support softw which enables easy copying/transference to your transportable mp3 player.
Looks as though I might be a bit slow anwering!