I thought about that too.
At the moment there's no way to use the folder "./downloads" inside FCKeditor.
The inbuilt filebrowser is not much flexible.
That's why I've started on the integration of another advanced, ajax-based filemanager.
There're some solutions out there, and I'm not sure which one should we use.
But with this step, the CMSimple ./images and ./downloads folders are supported and
it's no problem to insert dowload-links by the editors link-dialog.
And I think it's not a big deal do extend that dialog - or provide a new button "Insert Download".
Please be patient, an update will be available soon.
BTW: Suggestions, which Filebrowser we should use, are welcome!
My two favorite ones:http://www.phpletter.com/Our-Projects/Fckeditor-Ajax-File-Manager-Project/http://www.lunarvis.com/products/tinymcefilebrowserwithupload.php