It sounds to me like you have chosen your desktop to download files to. This is a very unwise thing to do. It will cause all types of problems.

Go to LW's icon next to the apple icon at top left of screen, & select it. A menu will appear & select Preferences. Then select Saved. Choose a destination that is within a drive, preferably not the OSX system drive if you have more than one hard disk drive. Then create new folder ... you will see the option there. Name it something like LW downloads. Then select & press apply.

Now select the Shared tab, make sure only your download folder & any other folders you wish to share are selected. Click the arrow next to the drive icon to be sure. Double check them on your computer to be sure they are correct ones also.