Are you refering to Linux or windows or mac? And for what purpose? If you're refering to downlds then see below. But I do NOT recommend making it your desktop. This can cause major problems. You can make shortcuts for that purpose & put the shortcuts onto your desktop.
You have multiple options:
1. As a file is downlding, you can right-click it & change downld location from the downld window.
2. You can change where all your downlds go by going to LW's menu bar, Tools>Options>Saving & changing the location & pressing apply.
3. You can specify where each of the Audio, Video, Documents, Programs, Images type files are downlded to by going to LW's menu bar, Tools>Options>Saving & clicking each individual type & specifying the location. See
How to Change download location (click on link) (specific for folders)