I've not used Grabit for long time, but just from memory, I think that Grabit's download directory is a semi-permanent setting, making it a somewhat tedious task to split up a NZB or download set into several different download directories.
However, some of the more advanced newsreaders like Usenet Explorer (and possibly a few others) will perform this task very easily: Just highlight the designated sub-set of rars+pars, right-click on them, and then in the popup menu choose a different directory to download those files to.
Also, make sure you don't forget to include the pars to download to the same directory as the corresponding rar files.
Alt.Binz can extract to a separate folder with the option of creating a folder with the archive/group/nzb name. I haven't tried it myself but you could just download the free version of Alt.Binz and test it.
Altbinz will allow changing the (default) download directory
for the entire NZB, but will not allow splitting up the files (or CDs/DVDs) contained on a single NZB into multiple (separate) directories, which I think is what Fnot is trying to do (and which UE will do).
However, if using Altbinz, a large NZB containing multiple files/CDs/DVDs can be split up before being loaded in the client -- at the time the NZBs are created using search engines like Binsearch.info, just by selecting for example CD1 rars for the first NZB, CD2 rars for the second NZB, etc. Then each NZB can have its own separate download directory. So Altbinz is only slightly better than Grabit for this purpose.
Bottom line: I know that Usenet Explorer will easily and efficiently do everything you're asking. However, you will probably spend a lot more time figuring out how to use UE (which is MUCH more complicated than Grabit) compared to the time you would save by not having to manually re-arrange files after downloading using your present client Grabit.