I am unsure, how to achieve this. Help please.
You may use URL Filters - Filename section to specify the keywords to allow/disallow in the links to follow.
But, let me clarify my second problem, my english is C-
I don't want OE to make a lot of folders for each website it downloads files from, like it does now, I want OE to skip creating of folders onto my hard drive and just place the files I into downloads directory that I checked for downloading.
And especially skip creating of empty folders.