They will automatically go to where you set them to go in options. Check the links I gave in post #10. Under LW 5, the one in purple called "(f) Choosing which folder your saved/downloaded files go to - Using LimeWire 5" is the one that discusses this.

Similar to LW 4 in the respect yes all incomplete files go to an incomplete folder. When the files are 100% downloaded they auto-transfer to the folder you chose in options. If using same options as LW 4, then will go to same location as previously.