If you want to change the location of your incomplete folder, you'll need to change the location of your saved folder. The incomplete folder 'follows' the saved folder (eg if your saved folder is C:\Documents and Settings\your username\Shared then your incomplete folder location will be C:\Documents and Settings\your username\Incomplete).

AFAIK it's always been this way...maybe you'd changed your location for saving in the past & that's why your incomplete location changed also?

To change the location of LW's saved folder go tools > options > saving. Click Apply > ok to save any changes.