The default download path for this program is C:\Users\UserName\Downloads. If you ran out of space, you can go to the folder above mentioned (in case you changed the destination, go to current path that you set up) and copy your videos to another location, on another partition. To automatically go to the download folder, you can click on the My Downloads button inside the program.
The Remove Completed button will automatically remove the completed items from the program's list. By doing this, all your downloaded data will still be available in the download folder.