1) Download Folder: You can download to any folder you like. When you want to download a file, right-click on it, and choose the location to which you want to download it. After the first time, it should always default to that folder.
2) Computer name / registration: Depends on the OS. It's somewhere in System Properties though.
3) User Folder - unless it's the default Admin folder, just go to Control Panel - User Accounts. If it IS the default Admin folder you cannot change the name. You can, however, create a new user folder and start using that one.