If using LW 4 See
How to Change download location (click on link).
If using LW 5 then see
http://www.gnutellaforums.com/downlo...tml#post338387 where you need to change location for 'each' category. Unfortunately the actual Downloads location option does not work. I've already posted a bug report for this. O.o
(category location works well however.
)