You've got me confused just a bit. Let me try to explain how to use it. Once you've installed DownThemAll! into your browser, you click on the file you want to download and a pop-up box opens up asking you what you want to do.
You can either check the box marked dTa OneClick or click the box marked DownThemAll! which will open up another box so that you can choose to change where the file is going to be download to.
DownThemAll! shouldn't hamper the file format in any way.