In WinMx, open settings, go to file transfers. Right next to The setup wizard button you'll see 'Incoming Files Folder' and a file path which shows you where all your completes and incompletes are kept. You can use the 'change' button to send your finished downloads to another folder if you'd like. You can also access the folder directly from winmx by clicking on the tab on transfers page 'Open Incoming Files Folder'
