If you're getting folders instead of just files, it's because your downloaded attachments contain a forward slash "/" in their filenames. These characters need to be removed to avoid creating those folders. Any slash in a file name will cause a directory to be created. You can override the name using the "Filename Field" option in the settings.
OS X, like all Unix-based operating systems, uses / as the path separator. It does not allow the slash "/" in filenames because it is used to separate folders in a pathname.