In order to do so you just need to follow this steps:
- Open Project structure (F4 on one of the modules in the project explorer)
- Click on Project tab on the left
- Define "Project compiler output:" as YOUR_PROJECT_PATH\out (or any folder you want)
- Click on Modules tab on the left
- Go over all your modules and verify that under the Paths tab the Compiler output is set to"Inherit project compile output path"
- Thats it...