Here is v1.01 of the Extended Download Plugin HEN Edition
This allows any file type to be downloaded to any mounted writable partition. This will only download to dev_hdd0 properly when you have HEN enabled. This adds the required xml and icons, HEN does the rest.
If you are on CFW use the one made for CFW that adds the patched sprx = HERE
This is the exact same as the CFW edition except it has one more path added = dev_hdd0/hen/, and it does not include the sprx as its already built into HEN as a RAM patch.
This requires version 2.0.1 MOD of PS3 HEN which can be got HERE
If you are on newer HEN 2.0.2 or newer, then you don't need this, as it's included in the HEN PKG.
NOTE: There might be bugs, so use at your own risk.
Known bug: Background downloading does not work fully for unknown file types, They will download fully, but they will stay in dev_hdd0/vsh/task/xxxxxxxx/ , they will also say 99% on the XMB even though they are actually 100%.
This has paths added to dev_hdd0, and a media section which allows direct downloads into dev_hdd0/photo, dev_hdd0/video and dev_hdd0/music. All items now have custom icons and a warning symbols on all dev_blind paths.
Thanks to @kozarovv for helping me with research and testing, and to @Berion for the icons.
Video of 1.00 on CFW.