Improve CheckDirsFiles() function, fix Windows link

Provided the user did not enter a download directory when prompted by CheckDirsF
iles(), GetSnapshot() would fail to switch to the directory (empty string) and c
ause a crash.
Improve CheckDirsFiles() function, fix Windows link

Provided the user did not enter a download directory when prompted by CheckDirsF
iles(), GetSnapshot() would fail to switch to the directory (empty string) and c
ause a crash.