The idea to have a category that direct-links to the downloads when the downloads look wrong unless included by another page is a bad idea.

If the downloads ONLY look right when inside of other pages and linked to appropriately, then why give the user a way to get to them directly?  If you click on categories and then on the downloads, you can't actually download them from there that way anyway so what's the point of direct accessing them like that?  Just remove the category entirely so that people only can get to the files from the pages that link to them.