The Receive File Dialog shows the folder where the files will be saved. If you want to store the file in a different place just click the “Save As” button. After the Receiving File has completed, you can click on the “Locate” button and the folder containing the received file will be open.
Also, you can change the default location for received files from Brosix configuration. Go to the menu Brosix -> Settings -> Plugins -> File Transfer.