Yes. Emplode just dumps everything into one folder when downloading it to the PC, but Jemplode has more advanced options allowing you to set a filespec based on field names. To create a subdirectory, you use a backslash in the filespec.

For instance, one possible filespec for downloading from Jemplode would be:

{artist}\{source}\{artist} - {source} - {year} - {tracknr:2} - {title}{ext}

I haven't actually done it with folder names like that in a while, so I could have the syntax slightly wrong.

Anyway, make sure to read this, too.

And keep in mind that MP3 Tag Studio can also help you do the organization and tagging, including creating folder structures like that.