This is how to set the default folder location of where to download songs.
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If this is not changed, the standard default is to the My Music folder of the Windows user account who is currently logged on.
Since we want shared access to all the downloads, we set the download to the Network Data Drive instead.
Click on the Settings icon at the top right of the window.
Click on the Downloading tab on the left.
Click the Browse Folder icon and navigate to either:
\\NETWORK-DATA\Volume_1\Music\New\AllTunes (to connect to network drive directly)
M:\Music\New (to connect using network drive mapped to M)