You can change the install folder in the Paths dialog or hit the "no" button when deken asks where to install it and navigate to a new location.
If you don't want it to default to the Documents/externals path, either change the install path or disable the Documents directory.
Further, if you clear the install path, deken will default back to asking on every download.
PD automatically defaults the deken download folder not to the directory
"extra" but to "externals" when the "directories" folder is set (no
startup option to change this as far as i know).