Use the CD command to choose the current download directory.  You must 
provide CD with the name a directory.  You can choose this name from the
list obtained by the DIR command.  Equivalently, you can simply enter the
directory name at the main prompt, prefixed by an exclamation point (!).
Also, you may use the GO command as an equivalent to CD if you use an
exclamation point to indicate a download directory.  The following are
examples using a download directory called AMIGA:

CD AMIGA
!AMIGA
GO !AMIGA
CD AMI
!AMIG

Once you select a download directory, it will appear at the main prompt as
such.  For example:     
!AMIGA>
If there is also a current message base selected, you will see both pieces of
information at the prompt.  For example, with a message base called ADS:
ADS!AMIGA>
ADS is the current message base, and AMIGA is the current directory.
