I've never used Vista, but used XP & Win 7. I do not see any c:\data\ option.

For me on Windows 7, the default download location seems to be C:\Users\Administrator\Documents\LimeWire\Saved

Previous Windows default location was C:\Documents and Settings\Administrator\My Documents

Sometimes you need to right-click LW & choose Run As Administrator to overcome permission issues. Yes you can change the download location such as a level higher up the directory but be sure you have permissions to use the area you select.

You can drag & drop files or folders onto the Public Shared icon on LW to become shared. Else drop onto Library icon first, then decide which to share, right-click & choose Add to List (eg: Public Shared.)