Open LW, go to Tools>Options>Saving & select a different download location by using the Browse button (ie: move it from C drive to a folder within E drive, but it's safest not to choose the root level for downlding to.) Now go to the new folder location & check that LW has moved the files to the new location. If not, close LW. Then move the old incomplete folder to the location of the new one & thus replace the new incomplete folder with the old one.
You may also have some residual files still within your old download folder so check it & if there are (most likely will be) then move those to drive E. It's up to you where you put them since those ones are already downloaded.
As you can see from the gif sample image below, I changed my download location from C drive to G.
(Actually I've moved it several times! 
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