Presumably you'll want them categorising and searchable, so I'd put all the information for each file into a database and then store the files in folders systematically - and store the file location in the database along with all the other information.
Regarding leech protection, the simplest way is to disallow people whose referral isn't from your site. That'll probably stop download managers from working, but on such downloads the standard browser downloaders should be fine.
If you want to get more complicated then you can direct downloads through a script and check for a user/pass and pipe the file through if the correct session/login details are provided.