In the Global Options dialog box, you can specify which folder on your hard drive is the default folder for downloads from your remote site. You can specify that whichever folder is displayed in the local pane is the download location, or specify another folder.
To specify a default download folder
On the main menu, click Tools > Global Options (or press ALT+F7).
Expand the General node. The General options appear.
Do one of the following:
To download remote items that were dragged to the queue to the folder displayed in the Local Drives pane, select the Use the current folder in the local pane as the default check box.
To provide a path to a specific folder, clear the Use the current folder in the local pane as the default check box, then in the Use box, browse for or type the path to a download location for remote items you place in the queue. All remote items dragged to the queue are downloaded to the specified folder.
Click Apply if you are going to make changes to other pages; click OK to save changes and close the Global Options dialog box.