Robh22,
You need to understand the way FPSC works by default with these things so looking at the defults is the best way to learn.
Many FPSC objects have multiple media files and are often held in different locations.
A good way to find out exactly where in each case is to open an objects script file in notepad and look at what files may be linked and in which folders they are stored - you may have to study numerous script files in this way to understand everything fully.
Generally speaking you can for instance keep new objects files either entity or segment files you make or download in the appropriate user folders but some associated files such as textures or AI script files if they have any may need to go elsewhere. In the texturebank or Scriptbank sub user folders or such like - you see?
If you download stuff any script files with them may have specific references to associated media in them so you should open them and make sure they match up with where you put the media. Otherwise follow any instructions in the download.
Thats the main thing - FPSC needs to know where everything is - in some instances its not fussy as long as you tell it where they are -in other instances its very fussy so then you have to study the defaults and put new stuff in the same folder locations as the defaults.
Trial and error is your best friend.
Hope that helps a little.
"I am and forever will be your friend"