You can't change the setting from the game. its hardcoded.
The game always use this default path first: (Copy all of your mods to this default folder)
C:\Users\YOURNAME\Documents\My Games\Gas Powered Games\Supreme Commander Forged Alliance\Mods
Then the game also check for mods in the install directory: (move all mods from here to the default dir)
C:\programfiles\Supreme Commander - Forged Alliance\mods
In case you installed it over steam, its here: (Also move all mods from here to the default dir)
\Steam\steamapps\common\Supreme Commander Forged Alliance\mods
Sometimes the FAF client can't find your default directory and uses:
C:\ProgramData\FAForever\user\My Games\Gas Powered Games\Supreme Commander Forged Alliance\mods
Also copy all mods from here to the defaul dir.
If all fails, delete all mod directories and use the FAF client to download one mod.
Then search where the client has saved the mod and move all your mods to the same directory.