Saving downloaded files to specific folders on my HD

Is there a way of specifying specific folders to download files. For example I would like to save a file that I downloaded from the internet to a specific path such as: Macintosh HD/Users/dallas/pharmacology . I used to be a windows user and have now switched to a Mac. I was able to do this in windows but with my mac it only lets me specify certain folders that I am able to download to. Can anyone help?