Instead of clicking on download button you have to take download link.
You can do that with "get element atribute", and as atribute use href.
Than use that link in "Download" action. There you have to define
full download file path along with downloaded file name and extension.
So you can define your desirable folder.
@marlo If you check append, previous file result won't be replaced, you probably have action, which doesn't have append checked. If you are 100% sure, that append is checked everywhere upload your project.