The only problem that I have with this program is that I can't change the location of the folder that the photos are downloaded to for the desktop images. I have them set to delete automatically but my photo backup software, currently google, still uploads them all before they are deleted as it is set to backup my pictures. Even changing the folder location within the program and then not letting us modify it would work. A google search reveals this has been requested for at least 6 years so pretty please
In the Settings > Advanced Settings, use the "Wallpaper > Override Web Images Folder" option to set the path to where the downloaded images should end up.