When I chose File->Open data->Sample file and press "Look on server" button 

and install, for example, ashenfelter (small letter for option name, not for prof. Ashenfelter),
directory ~/gretl/data/ashenfelter/ is created. When I restart Gretl "Ashenfelter" option
doesn't appear  in "gretl: data files" window as it should be. I resolve this problem by
manually moving /ashenfelter to ~/gretl/ashenfelter/
The same with the other samples but for POE 4th. The files.gdt for POE4 are created in ~/data/
without forming POE4data directory.
Some small changes are needed to unarchiving parameters, or, alternatively to reading paths
to sample files