Go to your tampermonkey settings, change your config mode to 'Beginner' or 'Advanced' and change your download mode under 'Downloads BETA' to 'Browser API'. If you dont do this tampermonkey wont be able to Create folders.
A simple Script to download stuff from Reddit.
To download your Saved posts just go your any of your profile pages (Profile, Saved...) and click on Download, the script will then try to fetch all the links that it can download and download them. it will also keep track of the latest download so it doesnt download anything twice.
To download images from imgur you need to enter a client id inside of the settings page.