If you have a lot of files (like me) and want to be able to find your new downloads quickly, you could try my method:

All of my downloads go into my downloads folder.

After I download something, I move it to a more appropriate folder, i.e. music folder, video folder, etc.

This way you can keep your new downloads separate, and perhaps preview them before you decide you want to keep them.

Sorry, I don't know if you can change colors...

Good Luck