Download files inside the Phex folder might be something which could work. Though I'm not a very friend of it. Since the Phex version update and uninstall problem would exist.

The preferences would never go there, specially because since system can be multi-user and out of privacy preferences should be only user related and accessible.

BTW: It sounds strange, but its defiantly not that easy to determine the Phex installation folder... Additionally Phex is not really required to be installed. You could put Phex files onto a network share and use it from Windows, Unix and OS X system in parallel.

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