I am feeling really dumb as I followed what I consider the instructions for installing a 3rd part library but prcocessing can not find it.  Processing believes my sketches sketch folders is
D:\Users\Pat's Machine\AppData\Local\Temp\untitled773501108346992262sketches\sketch_aug08a
This is an absolute mess of a path name that includes the dynamic windows folder name creation Temp\untitled77...
I want all processing folder sketches to be
C:\Program Files (x86)\Processing\sketches
I have tried modifying the preferences file but when I do that I get the message that processing folder missing and it then generates a new temp folder path as described about.
The library I want to install is udp.
I downloaded the zip file from
http://processing.org/reference/libraries/#data_protocols
 which takes me to for the actual file
http://ubaa.net/shared/processing/udp/
The content of the zip file is
udp\UDP.java
upd\library\udp.jar
Where should I put the contents of this zip file (starting with the udp\)?

I do not like the location that the preferences.txt is located.  Currently it is in
C:\Users\Pat's Machine\AppData\Romaing\processing
I want it to be in a difference location but I find no control file in the install directory of the processing software
C:\:Program Files (x86)\Processing
Is it possible to change its location and if so how do I accomplish it?