Grab the new prerelease from http://www.jempeg.org . This adds a couple features you might find interesting:

1) a new option for setting a separate soup download filename format
2) a new option for setting the download directory (so it doesn't bring up a file chooser every time if you have a standard download location)
3) a new option for making all files download with their "full path" -- before, if you selected a single tune and downloaded it, it would just save a file "yourtune.mp3". With download with full path on, it will always save as "Playlists\PlaylistThatContainsTune\tune.mp3".
4) duplicate downloads are skipped (right now duplicate = does the file exist -- I'm not checking file size... I can if you think it should)
5) you can include paths in filename formats (both soup and non-soup), so you can say "{genre}\{title}.mp3". However, if full path is on and you download from the "Artist\James Taylor" playlist, it will automatically put it in that path for you.

Mike