Here is my Setup:
OS
Page File
Program Files
Games
Data
Downloads
Your data does not need to be in the same app as Program Files.
It will be confusing if you accidentally start storing things in the 'wrong' place. Other than that, it helps the PC run more smoothly, and it allows utilities such as Disk Defragmenter to work faster, as each partition is smaller, and easier to 'put back together.'