Breeze DSLR Remote Pro version 3.7
When you install our interface, it modifies the preference to save to the EventPhotos folder inside our interface folder.  If you want to modify this location, from DSLR Remote Pro, click on File, select Preferences… and modify the “Download folder where photos and movies are

Breeze DSLR Remote Pro version 3.5-3.6
This location remains unchanged.  Click on File, Preferences to verify the download location.