No, it’s very easy to use fb2k’s converter to do this. All you have to do, is type in the directory structure you use into the “Single tracks” field in the converter setup.
Mine looks like this:
CODE
%artist%\%album%\%artist% – $num(%tracknumber%,2) – %title%
Edit: The trick is to use backslashes
http://www.hydrogenaudio.org/forums/index.php?showtopic=49608