PMB doesn't remember the downloaded pictures/ videos like e.x canon zoombrowser does, it only remenber downloaded pictures at the same time when when you are downloding, and also always try to download them in the same folder you are downloading, there is no option to separate pictures automatically according to photo was taken like almost all other similar softwares, thats why unbelieveable stupid software???
It's true that PMB is limited in functionality but I've found this to be true of all free bundled software. To be fair, manufacturers make sure bundled software works in a basic, functional way and aim keep it simple for non-expert users.
Sometimes this leaves a lot to be desired, depending on your expectations and level of expertese. Being quite fussy, I generally go for the best I can afford but there are some very low-cost options from a whole raft of developers. Sony's creative suite can be found here.
you can change the settings of the PMB import tool so that only images are copied from the storage card which have not been imported before - in this way duplicates are avoided. See attached screenshot for reference.
You can also specify the import folder, e.g using a different folder for each import