You can change the download location in the ‘Authorization’ window.
If you have auto-login enabled, you can open the authorization window through Main menu > Cerebro > Log off....
In the Login to Cerebro de Cerca window click Settings and find File storage section.
Disable the Default toggle bar to see Local folder directory. Choose where you want your files saved to by clicking on a button right to the directory location.
When the new local storage cache location is chosen, don't forget to enable Default toggle bar in File storage section