The underscore thing is a safety net since on Windows you can't have files with /*\? (and some others) in the name.

As far as your request, right now, downloads are more designed for downloading from the playlists, not from the soup (where it will just put files into directories like your playlists are organized) ... But I can imagine that you might want to download from the soup into dirs too.... Let me think about a general fix for this. It may be that you define a soup download format and a non-soup download format to handle cases like what you want to do....

Mike