I don't think that you can?

Your save folder and your incompleat folder goes to the same location! What you can do if you want to have you saved folder only on you desktop is to:
1. Creat a folder in the "My Documents Folder" Then close these folders
2. Open LimeWire
3. Open Tools Tab
4. Open Options Tab
5. Click on Saving on the left hand side
6. Brose to this new folder then click apply then OK
7. Open the "My Documents Folder"
8. Right click on the new created folder and select "Create Shortcut"
9. Drag this new shortcut to the desktop. Anything you now download will be in this new folder and you will have access to it from this new shortcut...and the incompleate folder should now stay off your desktop! Also you might want to transfer all of your previous data from your old saved folder to your new one in the "My documents Folder".