To answer the second half of your question:
By default, all sound files show up in the music player and all pictures and videos show up in the gallery.
To stop this, simply go into each folder you don't want indexed and create a new file named .nomedia - yes, period at the front. Or create the file externally on your computer and copy it over to the various folders on your phone. This file tells the various players/viewers not to index the folder for media files of any type.
Typically you'll want to put a .nomedia file in /sdcard/download/ and /sdcard/ext-sd/download/
*Do not* put a .nomedia file in the folder where your ringtones and notification tones are stored, or they won't be available for use by the system either.
The following folders should be used to store the appropriate types of system media files, and are not indexed by the music player by default.
Alarms
Notifications
Ringtones
Not all ringtone services store their files appropriately. Create these folders on your SD card (internal or external, but not both), if they don't already exist, and move the system media files into the appropriate folders. Note that all these folders may exist under a top-level folder entitled Media on your SD card, which is acceptable, and the default on some phones. Many applications (like Facebook) don't store their sounds in /sdcard/media/notifications/ even if it already exists, and instead store it in /sdcard/notifications/ by default, so you may have duplicate folders depending on your phone. It's OK to consolidate, and it won't hurt anything.
After a reboot, only the files you want displayed should show up. Any questions, feel free to ask.