This is from memory, so it might be a little off-base, but should get you started.

In the video capture application, select "Options"? or Preferences or something on the toolbar, then find a "File Mgmt" or "Disk Mgmt" tab (I think).

You will have to create a new path for where you want the video to be captured to, and then put the checkmark on that path.

Sorry this is so vague, but maybe its enough to get you there...

Tim L