You can change it from common settings.
Wilson
Wilson.Wang
If you mean being able to change the output location from the General tab of the settings menu, unfortunately only the basic downloader uses those directory locations, the DRM dowloader ignores it.
However, having had DRM Downloader fill up my system drive, it then asked me for a new location to continue downloading, which I supplied and ever since then it has been writing to the new location. So it seems like the ability to divert is built into the DRM download, just not using the same entries as the basic loader - so currently, other than filling your drive, there's no way to set the new locations (unless of course you meant somewhere other than the General tab in the Settings menu).
This of course highlights another reason why this feature is so important, as it's always good practice to point anything that could use a lot of space well away from your system drive.
Despite that, still a great product.