That’s something that has always bothered me. Unfortunately there is no way to do it via a user interface. But it can be easily achieved running the following commands in the Terminal:
defaults write com.apple.screencapture location ~/Desktop/Screenshots/
killall SystemUIServer
Change the ~/Desktop/Screenshots/
with the desired path you want to save the screen shots. It is important to note that you need to create the target folder before changing the path.
棒! that’s what I want.