organizing documents foldeR?

hey guys..ive been experimenting with a lot of apps lately and have noticed that my documents folder is being filled with information that i would not consider documents from the applications. I have gone into each app but cannot find a way to change the directory in which the document is being saved. Is there anyway to move this info to the library or somewhere where it will not be annoying to me ( i like my mac to be organized). I tried just moving the files but when the apps launch i am notified that the data no longer exist because i moved it to a different foler. I hope you can understand what im trying to say and thanks for the help in advance.