In order to modify WebConnect client`s location please follow the steps below:
1) Open the file WebConnect 5.6\web\windows\agent_x.html for editing (Notepad).
2) Add the following line:
<PARAM NAME="Dst" VALUE="C:\my-desired-folder">
<PARAM NAME="Src" VALUE="ptagent.cab">
3) Save the file
4) Reset the IIS and re-launch WebConnect (and the desired published application) on the client side.