Pass in dest parameter to untar_data. So in your case untar_data(URLs.PETS, dest=".") would do, it will save the data in the exact same directory as your notebook. You can pass in another absolute path as well if you like.
Side Note: You should try using shift+tab inside the parentheses of a function call to see what all parameters you can pass. It will show the docstring as well. Jeremy mentions this in the very first lesson I think. Also, it works with any function call in jupyter notebook, so not only with fastai.
I tried it out before posting (on linux). Not sure why it isn’t working for you. You sure it isn’t the old one which was downloaded earlier? Can you delete that and run once again. btw the correct way to write a path in windows is D:\some_folder, Once try using . as well.