Changing directory.

I have SuSe 9.3 Pro and I am just learning to use it. I need to change the working directory from with in Shell but I can't find any help on this so can someone please advise what I am to do. I log into Shell as su, then need to change to the directory My Dowloads. I get an error directory doesn't exist so I know I'm doing it wrong. Please help, Thanks Alan