set temp-directory

SET TEMP-DIRECTORY directory  -  define where to create temporary files
Usually:           ~ (tilde)

The TEMP-DIRECTORY variable defines the directory for the temporary files 
  that MM creates automatically when you send or edit a message.  These
  are generally used and deleted during the MM session.  Their names are
  ".mm-" followed by "headers", "message", etc.

The usual setting is your home directory, indicated by tilde (~).

For more help, type "help" and one of the following:
(at any prompt:)  save-init   set   show