Your mileage may vary wildly, but essentially what you've done is downloaded part of the file to location one, and then started again by choice.
If you're lucky, the partially completed download will be in the original location you were downloading to. In this instance, you should be able to exit the torrent client, move the files from the original location to the new location (overwriting the partially completed download in the new location) and then restart the torrent client. This should then scan the partially completed download and pick up from where it left off.
If the partially completed download does not exist in the original location then you'll just have to download it all again.