Sorry for the delay in replying.
Regarding the first question, unfortunately, it is not possible. But if you need to download only some particular file types from the web page, you can right-click on the web page, choose "Download All With Folx" and then in the invoked window specify the needed file formats (jpg, mp3, avi etc.) in filter or choose the needed type of files (music, images, documents) from the drop-down menu in the upper left corner of the window. E.g. if you need to download only PDF files, you can specify "pdf" in filters and Folx will uncheck all other links that do not match your search request. And then you will be able to download only PDF files from the web page.
As for the second issue, the thing is that the Smart tagging system is a Folx feature that's considered to help you easily find any of your downloaded files. That's why unfortunately it can not be disabled, but you can adjust it as for your needs. Thus, if some tag is assigned for the download, for example, tag 'Music' and then you choose to save the downloaded files to other folder, Folx will download the files to the folder that you chose and will also create a hard link to the file in the folder which is chosen for the tag 'Music'. Such hard links don't take any space on your hard drive. They are created only to make it easier to find downloaded files on your Mac.
If you don't want hard links to be created by Folx, you need to download files to the folder that is chosen for the assigned tag. In this case Folx won't create hard links to the files. Here you can see the user guide describing how to change folders assigned for tags in Folx: http://www.eltima.com/wiki/knowledge-base/folx/change-downloads-folders.html
If you need any further assistance, feel free to contact us.