Go to your LW menu Tools-Options-Saving. If this isn't set for some reason (chances are it'll be set to 'some' folder), then reselect a new location & folder (the options should be within the window you're in at this stage), & press Ad & Apply. Otherwise, find the name & location (path) of this folder & use Explorrer to help you search for it, In future keep a rf of this folder i aneasy to find location such as Expl itself.

Try to stay away from deleting files from your incomplete folder (once these are gone they're gone) unless you've decided the file is no longer necessary (b/c you've already dwnlded it or U no longer want this file.)