For Android, you have to change two different settings to make this work, so maybe what you saw before was incomplete or for desktop Firefox.

(1) Open a new tab to about:config (type about:config in the Awesomebar and tap the go arrow or tap Enter).

You may want to bookmark this for easier future access.

(2) In the search box, type down and tap Enter

(3) Scroll down to browser.download.folderList and tap Modify, then change the value from 1 to 2 (from "default always" to "last used folder"). The change should appear after a few seconds.

(3) Scroll back up and tap the "Add a New Setting" button

(A) String is the correct type, so OK that

(B) The name of the preference should be browser.download.dir (this stores the last used directory)

(C) The value depends on the folder you want. For example:

/sdcard/FxDown 

If you switch back to your other tab and download something, it should go to the new folder.

Any luck?

I did that and it does Chang the folder but it is still putting it in the internal memory. I would like it to go directly to the external memory.

I'm not sure what do you mean by external memory...

If it's something in or attached to your device, can you use an app like ES File Explorer to determine the path to it?

If it's in the cloud, I don't think the download function will work with that directly.