When you "download" software you are typically using either a web browser, such as Chrome, FireFox, or IE, or a download manager, such as JDownloader. Dependent on the program you are using, you will have to set the default download folder for that program. If you wish to move the default folder for Windows you can look into migrating the entire user folder, depending on your version of Windows, or you can simply change the default option in the software you are using to download.