That's a terrible location to save files to. App Data is where your LW preferences are stored, along with other program preferences.

Go to LW's menu bar, Tools -> Options -> Downloads, & change location to save to. The incomplete folder will follow the download folder being within same parent directory or one above that. Wherever you change it to, ensure you have user permissions to write to that location.

If your options are not being saved after changes, set LW to run as Admin. Point #2 here: http://www.gnutellaforums.com/genera...tml#post289927