Yes, AudioTrack raises a good point. You can either do this manually do this by right clicking on the icon on your desktop, going to properties and putting in the new target directory, or you can always delete the icon, and then from the bb folder, right click on the bbw64.exe or bbw.exe (whichever you prefer to use) and go to "Send to" and then "desktop (create shortcut)". This will create a brand new icon on the desktop for you. Either method will work. I personally prefer just deleting the icon and making a new one so I don't have to worry about exact paths for the target field in properties.

Cheers,
Ember