To "change in the mythtv setup", you need to go to the machine that has your tv cards (usualy the core I guess) and launch mythtv-setup, either from a terminal in KDE Desktop, or by using the link in "Computing Applications" on that orbiter, after enabling it under "Computing Application" in the config of that MD in the web admin.
In that mythtv-setup application you will find the option for the recording path in one of the configuration screens.
When I tried this, it had no effect, the setting was always being reset by Linuxmce as soon as I was done.
I personnaly used symlinks on my core for the tv_shows_1 folder and that worked fine for me