I'm going to assume you're logging in as root, in which case the home folder (root) IS your desktop - there is no desktop folder and clicking on one causes firefox to follow the symlink it has in mind to the home folder.
If you want to change your default download location, it is the same way in BT as it is in every other version of firefox, so don't think it's specific by any means to this distribution.
Side note: My FreeBSD desktop has exactly the same behaviour to it because I don't actually use a "Desktop" folder.


