It is yes. Two ways. (1) Choose categories for specific media type in your Option settings. (2) And to ignore media type, when you wish to download a file, right-click file on the file you wish to download in search results & choose
Save As .. then choose location.

In LW 5 that's called
Download As ....
If you were using LW 4, you could change download location half-way through downloading by right-clicking the downloading file & choosing
Change File Location ....