I have Windows 8.1 and I just stumbled on it, as Windows 8 used to just sent the files to a Blue Tooth folder. In 8.1:
- Right click on the blue tooth icon in the task bar
- Click on Open Settings
- Go the the Shared Folders Tab
- A default location is listed for where the files will go, but you can create any folder and then designate this as the location for the files.
- Click Apply
- Click OK
When you blue tooth your files they will go in this folder.