SickBeard doesn't save to series folder

[Trinket]

Maybe you've to edit the Series you already added to Sickbeard.
If so, go to:

Manage-->Mass Update
Then select all the shows and click "Edit Selected"
And finally, change the "Root Directories" to the path you want.

If all is right, it should download it series to their own folder inside that folder and then apply the post-processing naming scheme you've selected.