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
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!