You can set your download folder to be the one you want the files to end up in; since you don't really "move" the files, you download them as a zip file. If you don't want to have to change the computer's default download location (typically your Downloads folder) for each album, then just download the zip file to downloads, THEN move it to the location you want on your computer.
Since it downloads as a zip folder, you can also Extract the files to the computer location too.
