You can set the folder it saves to fairly easily through the batch file. Basically, your command on the second line calls the .jar file (java archive) and passes
%1... so just change it to your folder...
java -jar pandora.jar yourfolderhere
This would save the file into the folder "yourfolderhere". This is, of course, a relative link. The alternative is calling the .jar file (using the command line command from the batch file, modified as shown above) from whatever folder you want the songs to end up.
java -jar c:pandora.jar
This works from ANY folder in command line, as long as you move the .jar file to c:.
UnderWing