There doesn't seem to be anyway to do this. If you have the torrent file, you can set the download location but it won't set to anywhere that is read only. I'm not even sure you can see the file.

Nevermind on this. I just couldn't see the files when trying to save, and I had the directory wrong. My mistake. You can see from a read only disk.

Though it would be nice to see the files.
Whenever I change the torrent client or something and then try to seed a file I get worried that its going to try to overwrite the old one and it would be nice if the dialog checked somehow or something. But very minor. So just disregard.