Hi @weez,
I think this depends on the browser configuration of the user, if the user has set “Ask everytime” while downloading files the explorer box will pop up if not the file will be saved into their selected downloads folder.
Though this is an requested feature #106, I don’t see think it’ll be added as it also posses a security risk. People use fairly real information for their folder structure and accessing the folder names in itself poses an immediate risk. Most OSs tend to just default to a Download location and this is something the user decides through the Browser they use. Not the website.