Vista Folder/Download problem

Okay so here's the problem : each time i download somthing (doesnt matter what program i use (i use winrar normally)). It lettarly packs everything out.
Like if i download somthing that is supossed to be in a folder. it isnt in that folder but its next to the folder.
I cant provide you guys with a screenshot but i really want this problem solved. for the ones who still dont understand i have here a short example.

Okay i try to download a M.U.G.E.N (fighting game) character
normally these characters are suppose to be in a folder.
Now here is the problem.
It takes ALL contents off what the folder should contain and drops it next to the folder.

I cant really explain it in any other way.
Now i know the above example doesnt sound like a big problem (just take all the contents and drop them in the folder again) but when i try to download a game which has thousands of folders, well....it becomes a huge problem

So please help me out :*(

 

Did you download .rar file where you want to unpack it? If you do that and right-click the .rar file and click "Extract Here" it should just make a new folder with the contents.

 

But when i extract them winrar doesnt put all the contents of the map
s in the right place. Its also a problem i have never had before so :l