Today I changed the options in the Google Chrome Browser to change the location of Google Chrome's downloads. Here's how it's done:

To customise and control Google Chrome, click on the wrench icon in the top right of the Google Chrome Window:

Select "Options" from the drop down menu:

Click on the "Minor Tweaks" tab and browse to the new location where you wish to save the files. You can now set your files to download to a specific location on your PC.

If you want to go a step further there's a check box that allows you to "Ask where to save each file before downloading". I found this handy as it lets you organise any files immediately instead of storing everything in a central location.