Most of the download related settings can be customized from 'Download' tab of Preferences Dialog, with the exception of customizing 'Base Download Path'. These settings are called global settings, since they are effective for all download related cases happened inside Ziepod
Other than these global settings, you can also customize these download related setting for each specific podcast and even folder. Note that folders can also hold episodes as podcasts if you are using them to organize archived episodes or to save episodes from search results or from other external sources.
In order to customize download related settings globally, check out following help topics.