I've used this one before: www . directorypress . net Or if you don't want to spend money, try this: www . wordpress . org/extend/plugins/wordpress-link-directory
WordPress Plugin directory is huge and yes you've to waste a bit time to dig a plugin for your needs but that's worthy because 99% of them are trusted and does their jobs well.
you might want to use directory theme, rather than plugin? In that way you can get lot of functionalities check this out: http://top-best-themes.com/category/wordpress/directory/
Open Links Directory and Business Directory by Square Compass are two pretty good link directory plugins.
You can of course try this Wordpress directory plugin - it's probably one of the best available at the moment!
No it will be quite difficult to hots a directory in WordPress unless you are an experienced programmer. What you can do is look for some sort of directory scripts like phplinkdirectory dot com or similar.
I don't know if you mean a directory of files (file manager type of thing), or a directory of business (chamber of commerce sort of thing). If it's the latter, take a look at Connections, at www dot connections-pro dot com. There's a free version of the plugin available. I started to play around with the plugin a bit, before the website we were going to build ended up pulling out. What I saw of it was pretty powerful and useful, but I only saw about 25% of it.