Just go to Tools>Options>Saving & change location. Some files still downlding may still remain in the older incomplete folder. It seems different people seem to get different results when doing this. I know when I moved them it moved the majority of incompletes also.

I've experimented with moving them around F & G drives & also separated the media types to downld to different partitions. In this case, the incomplete folder always follows the audio downld folder.