You can let DAP manage your downloaded files for you. DAP will save your files into different directories by file type.

Example: music files (WAV and MP3 files) might be stored in a directory called Music, and movies (MPG, AVI and ASF files) in a directory called Movies, etc.

In DAP's main window, select the Options menu and choose Preferences. The preferences window appears.

Select the Save To category in the tree on the left side. Then choose how to manage your downloads: if you select All downloads should go into one directory, DAP will download all your files into the directory you specified. (You can check the Remember last directory used to continue downloading to the last directory you selected. If you choose Categorized Downloading you will be able to define different categories for different file types and save them to different folders.)
You can also customize the directory DAP saves it files to depending on the file being downloaded (click here for more information)

You can also change the directory DAP uses for temporary files: just click the 'Browse' button and choose a new directory.