Sorting audio files into menus on ipod like player

Hi I have just bought a new MP3/4 player and if I connect it to my computer I am able to click and drag songs onto it but I can't seem to be able to put them into folders. My music is organised into folders already on my computer so I just clicked and dragged the whole top folder across. The songs did appear to be saved onto the player but when I turned it on and played it it wouldn't recognise the songs. The only way I can play songs is if I click and drag single song files across and then play them out of the "local folder" under the music option.

Is there some way to replicate my music folders that I have on my computer into my player? Otherwise that would mean I would need to sort through hundreds of songs each time!

Thanks