WordPress taking over entire domain

I have just installed wordpress on my hosted domain, i host with hostgator.com. I have wordpress installed in a directory like http://www.example.com/blog and the main link to wordpress is example.com now, on my storage space that i have with host gator, i have personal files such as images, docs and mp3 that i can access anywhere, the thing is that when i try to directly download something from a folder like example.com/download/essay.zip it loads it with my wordpress site/theme and said that its not found.. but its there. why is the theme even coming up? its not supposed to be there. i need it refined to the one folder, example.com/blog.

Any suggestions>?