Hey Rugile,
I have a samsung galaxy Note 2 and I just did this way.Hope this helps you !!
1.Go to My Files and Click in All files
2.Tap on the menu button.You can see a pop up with settings gear icon
3.Tap on the settings gear icon and uncheck "Show Categories" option
4.Set Home Directory options will get enabled and now you can set the location you wish to.
Thanks!!