Assuming your using LimeWire, which isn't clear.

You could put a short cut on your desktop to "My Videos", then drag and drop the files from LW library to the shortcut, then delete them from the library. That's prolly how I'd do it.

You can change the location of your saved folder in LW by going to Tools>Options>Saving, and browse to your "My Videos" folder then click apply. Then all your files will be saved there including audio, documents, images, programs, and videos.

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