Ability to specify the modules path

Hi, I have tried Plugin Manager. It works great, with one exception: it installs the updated modules into sites/all/modules. I can't specify to install it into sites/my_site/modules, which is my preferred structure in this specific case. It would be great to have a possibility to specify this.

I have tried to set it in FTP Settings, but id didn't work well for me - I have set the /web/sites/my_site/modules path. It wrote that the module has been successfully installed in sites/all/modules, but it wasn't in fact.

Thanks,
Robert