Um Your downloads ARE files, perhaps you mean get them into folders! If you're using Bearshare, I'm not quite sure how you do it, ......but there is the slimmest of chances that you are a Limewire user and have not read the
Sticky: LIMEWIRE USERS PLEASE 'DO NOT' POST QUESTIONS ABOUT LIMEWIRE HERE IN THIS SECTION!!!
you have a default download folder in preferences or options > saving >save folder, and that is where your downloads go. If you wish, you can change the location, or alternatively you can copy the files to another folder of your choice.
I have no idea if this helps, if not please post back to this thread and make your question a little clearer
