Okay, here's my current setup:

Incomplete path: C:\Incoming
Completed path: K:\

This works as-is, and LW isn't saving incompleted files to K: (this would seem to contradict your explanation?).

I notice a C:\Program Files\Limewire\Incomplete folder too, though this has no incompleted files in it. If I remember correctly I set the incompleted path to be C:\Incoming, probably during an initial setup wizard, as this doesn't appear to be configurable in options.

So, I am using a seperate drive for downloads (K:), and would like to save incompleted files to the same drive (K:\Incoming).

How to do this? :-)