In Setup/Downloads, put the location of that temp folder in the line
for incomplete downloads. It's best not to move or copy the actual
folder or files anywhere else once the downloads have started. You
are just telling BearShare where they are.

Turning that fourth light green is next. Do you have a firewall program,
or anything to do with security? Describe all of your protection programs
and we can find easy instructions. Find the names and numbers of your
modem or router too because most of them can be controlled from your
web browser too.