The default location of your downld folder is C:\Documents and Settings\"your account name"\Shared
Unless you decided to choose your own location. You can also get quick & easy access by: Go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here:
Using Library Explore button to access downld folder (click on link) & the folder will open up for you. You can drag & drop or cut & paste to where you desire. Or at least check the folder location to help your intermediate program load them onto your portable player. BTW what brand & model of player is it?