You incomplete folder MUST be in the same directory as your LW downld folder. So if you want to change it to Drive E, you'll need to change your location for saving files to there. Then perhaps make a shortcut & put that on the desktop for easy access. Oh & you should move ALL the contents of the incomplete folder into the new one. LW will make the new incomplete folder as soon as you change the location.

Go to Tools>Options>Saving & select the new location to save your LW files to (drive E but don't choose root directory!) Give it a unique name like LW download folder or something or just leave it as the default shared folder name. Press Apply. Then close LW & move the incomplete files to the new one. All including both the download.dat & bak files.