It's something I haven't gone ahead with, but I believe for individual downlds, you can right-click them & choose save as to a destination of your choice. However, the incomplete file will still remain in the incomplete folder until it's 100% downlded. It sounds to me like you need an extra internal or external hard disk drive. lol
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Or rearrangement of your partitions. The 1st suggestion is most popular amongst those p2p users who are keen & like to downld a lot & also keen to share a lot. However it becomes a necessity for today's users anyway with larger files & programs, etc. You never regret getting extra hard disk space. For external I'd recommend firewire if you have a firewire 800 card. But USB 2 is fine!