I had this same problem as well but there is an easy solution to this.
Upload your files through ftp.
Once you have so many uploaded you go into admin panel/downloads manager.
You will see an ftp tab. When you click the ftp tab you will see all the files you uploaded with little check boxes beside them. You will also see asign this to the right of each filename with boxes set below the list. You can create new categories and asign where each file will be found in the downloads.
Whoever you give the manage downloads permission to in the permissions will also be able to asign files in this manner. I know it's going to be a huge help to me and I hope you can find this method useful as well.
Hope it helps.