Since youi stated that it messes up your files, I'm guessing you may be using your folder structure for calibre's library. If so, I woul;d suggenst using a separate folder for the calibre library, using Save to Disk as the others suggested to save the books to your folders (this ensures the books will be named the way you want them), then cleaning out the calibre library folder. This way, calibre will not mess up your folders.
I do have to ask, however, why do you prefer your own folder structure to calibre's system?
XP Pro SP3, IE 8