Downloads and Web Links Administration
The downloads administration and Web links administration are pretty much the same, so I'll cover them both together here.
Below is a picture of what you are presented with in the Download administration screen.

The first thing you do before you can add any download is create a main category for those downloads to go in. You need to give the category a name,
but a description is optional.
After you've added a Main Category, the administration window will look thus:

From here you can add a download to the existing category, edit existing downloads (if you've already added some since the creation of the first category),
add sub-categories, add more main categories, edit existing categories / sub-categories.

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