In the Downloads section of the Main Preferences window is an option labeled Save files to:. Accompanied by a radio button and activated by default, this option allows you to specify the exact location where you would like your completed downloads to be placed.
To modify this location, click on the button labeled Choose. After clicking this button, a Choose Download Folder window will appear prompting you to select the desired location. After making the change, you should see it reflected in the Main Preferences window.
The final option in the Downloads section states "Always ask me where to save files". If activated, you will be prompted for a save location each and every time you download a file through your Firefox browser.
