Firefox extension Automatic Save Folder allows you to assign filters to your downloads, so that the save as dialogue always points in the right direction. After installing Automatic Save Folder you can begin assigning rules based on domains and file types. You can set up a rule for instance, so that every time you save a file from www.yourworkplace.com/auditing/docs/ all the documents related to audits for your place of employment will be saved in yourdocuments/workplace/audits. The filter can also be applied to file types, and you can designate a catch-all folder for the files you haven't applied filters to. Automatic Save Folder is free and works where ever Firefox does.