I think you can use either the TMP, TEMP, or DFTEMP environment variables.
What I'm not sure is which of them get honored in the Windows client... DFTEMP might only be for the *nix clients. But it'd be worth a shot anyway.
Shut down DF, set whichever environment variable you want to test, delete everything out of the old temp directory, start the client up, and look in both the old temp directory and in the new one to see which one has new files created. That should let you know which env. var. it honors.