The finished command :

Whenever a file is finished the file indicated by the finished command setting is executed, in the download directory,
with the file name as a first parameter and the files extension as a second.

Thus, if "D:\testcmd.exe" is our finished command, "qwe.txt" our finished file and "D:\DL" our download directory, 
the whole thing is equivilent to being in the command console as per this :
D:\DL>D:\testcmd.exe "D:\DL\qwe.txt" txt

I've included my sorting batch file which is what I use as a finished command.