I use the builtin mail app to access a Exchange mail account. I have set it to download all attachments automatically, and it puts them in the Downloads folder. There is only an option to choose between internal and external storage for attachments, but you can't choose the folder. Is there and config file or similar that I can tweak to change this?
Ok so you are wondering if you can change the download folder by changing some sort of config file. This sort of behavior has been sort of deprecated in Android. As an Android Developer, we are supposed to make all of our cache files private so that they cannot be accessed by another person or, more importantly, another program. Letting other programs root around in your files was a big security hole for linux, so it is kind of frowned upon now, so I would be very surprised if you found a config file where you could change the Download folder. If you want to be able to set your download folder, then you could try to find an app on the market that has such functionality.
And yes I know the frustration you are talking about, I used to use my Droid 3 for doing my school email and finding and opening attachments was next to impossible.