This page from the Adobe forums discusses the issue introduced by the recent Camera Raw 6.5 update. The work-around fix involves editing code in an obscure document. The fix appears to work only sometimes. It did not work for me and in fact the obscure document doesn't even exist on my system.
If your workflow relies on the Bridge and Photo Downloader you might want to wait until it is patched as with the Camera Raw 6.5 update you cannot choose a folder for import. And you will have to Force Quit it to get out of the situation.
If you have applied the update already, it appears the easiest thing to do is to download your images to the folder that is "set in stone" in the Downloader interface. Then select and move them to the correct folder in Bridge. That that hard but an annoying and time wasting detail to remember.