If you are on Android 4.4, it's not FrostWire's doing...
Google changed the rules on who can store to SC card and who can't... and unfortunately non-Google and non-Samsung apps can't... The limitation was there some versions ago, but the phone manufacturers chose to overwrite it and give access to app developers anyway. Now, pushed by Google, they are starting to ship Android OS without the overwrite...
See here for more info: http://www.androidpolice.com/2014/02/17/external-blues-google-has-brought-big-changes-to-sd-cards-in-kitkat-and-even-samsung-may-be-implementing-them/
As of FrostWire 1.3.4 we have found a workaround to this issue, so if you are still experiencing it, pls make sure you update. Everybody should now be able to save to their SD Cards, regardless of the Android Version.
The workaround, however, comes with a 'but'... If you are on a device affected by this Android rule, FrostWire has no access to your SD card's public folders and can only save files in its own folder. By design, Android will delete all application files from your SD Card when the application will be uninstalled, and for FrostWire, this will also include all your Downloads.
If you want to make sure if your device is affected by the Android rule, find the FrostWire folder on your SD Card.
1) If the FrostWire folder (with subfolders like Torrent Data or Torrents) in under SD Card/Android/data/com.frostwire.android/files/ your downloads will be deleted when you uninstall FrostWire
2) If it's on the root, then your downloads will not be deleted, but pls make sure it's not a folder created by the previous versions of FrostWire and that all your new downloads go in that folder.
Android will not delete the files you are downloading to your internal storage.
We have included an extensive set of notifications to remind you about it, so before you uninstall FrostWire (and we, of course, you never do :) ), you will remember to move the downloads you want to keep to another location.
If you are running Android 4.3 or lower and have that issue, try remounting your SD Card. If your device is not affected by the Google rule, you might get it to work.
How to save downloads to SD Card?