The reason LW defaults to your incomplete folder is that the newer versions are able to utilitise parts of incomplete files to help combine sources for speedy & effective dwnlding. Sure de-selecting it as a shared folder is easy to do however. As for changing the location of an incomplete folder, I'm not sure other than perhaps trying to change the location of the LW Dwnlds folder. The 2 should be located on the same level (to my knowledge.) So try your Saving options & choose Browse & select an new location at a different folder/directory hierarchy level as before. I'm a mac person but my dwnlds folder & its accompanying incomplete folder are both on a different HDD partition to the LW program.
Don't forget to move your files across to it. Though this might cause an issue in itself for presently incomplete files!

This is an old thread I shouldn't have dragged up b/c some of those issues no longer apply!!

Incomplete Files
 

I have never downloaded a incomplete file but i did not know it was a problem i will stop sharing my incomplete files.

It's not a problem. This thread is very old & it was my mistake for bringing it up to the present. LW can now utilise incomplete files for assisting people accumulate resources. I assure you, there's no need to change anything.