So there I was, downloading a website (not importing it to the database, though) with the external directory for storage set to /Users/myname/Documents/Downloads/websitename.
Next thing I know, I see all these documents in /Users/myname/Documents/Downloads. “Oops,” I think. “I must have forgotten to set that option.”
I check back a little later, and sure enough, there are documents and directories all over the hard drive. That is, in /, in /Users/, in /Users/myname/, and so forth.
I’m aware that the website’s coding seems to be a bit strange (they use a lot of “…/…/” in their internal references, and maybe symbolic links)… but I’m still not particularly pleased 
Edit: Maybe I should have put this in Requests & Suggestions…