Hi Weijun,
Unfortunately I don't have a solution to keep in the same folder after uploading. The problem is that the folder navigation is done by using an UpdatePanel but file uploads don't work inside the updatepanel, it requires full postback, and then after upload we redirect to the current url to get out of postback so that if the user refreshes the browser it will not re-post the form. As a resuklt we lose the state of the page that was maintained inside the update panel.
There may be future improvements to Shared Files or I may build a shared Files Pro add on product at some point, but the current feature was designed to provide file protection so it stores file on disk using a .config extension and restores the true file name at the time of downloading and the user must be in a role allowed to view the page to get access to the file and cannot access it directly by url.
For files that don't need this protection you could just as easily use a plain Html content feature and you can use the editor toolbar item for links whcih allows you to browse files on the server and link to them as well as upload files and link to them.
Best,
Joe