By default, the application saves the screenshots to your desktop. Alternatively, you can choose where to save the screenshot files. While the application is active, go to Preferences in the Finder bar and then you select a new path. The tab is called Output. Assign a new path and the next time you capture something, it will be saved where you selected.
To download the application, access the following website: http://www.ducklink.com/p/download/