For Windows 7 (because its what I use and you failed to specify)
edit::upon rereading your question I think I missed the mark on what you were asking and I'm not sure how to do that, but I'll leave this post for any help it does provide.
To change Windows 7 default Download location:
I only know how to change the default directories if via right-click on the start menu.
So to get the windows default download directory there if you don't have it
right click the Taskbar or Start button
-> select Properties
-> Start Menu tab
-> then mark Downloads as either Display as Link or Menu Item
now click Ok, Ok
Now that Downloads is on the Start Menu
right-click it and select Properties
-> Location tab
-> and put in where you'd like, D:\Downloads
and click Ok
To change page file settings in Windows 7:
In the Start Menu search box, type "Advanced System Settings" and choose the Control Panel applet that should show up, "View advanced system settings"
Under "Advanced" tab, "Performance" section, click "Settings..."
Under "Advanced" tab, "Virtual Memory" section, click "Change..."
These are the actual settings. Uncheck "Automatically manage paging file size for all drives" and you can change these settings. Highlight the drive you want it on, and select either a fixed size or system managed size, and then click "Set". YOU HAVE TO CLICK THE SET BUTTON. Do the same to remove it from the drive you don't want it on. ("No paging file".)
Click OK, OK, OK, and you should be prompted for a reboot.