Firefox defaults to remembering where you last downloaded a file for each site. This is useful for things like image sharing sites when you always want to drop pictures into your pictures folder, but you can disable it and always use the default downloads folder.

In about:config, set 'browser.download.lastDir.savePerSite' to false (you may have to create the preference), set 'browser.download.useDownloadDir' to true, and set 'browser.download.lastDir' to your preferred location.

More info - https://support.mozilla.org/en-US/questions/887248