Everything Tapeworm said, but there are a few other things.
Music, Podcasts, etc., are not folders the way they are in Windows Explorer (My Computer). They are actually lists compiled from the ID3 tags, the electronic labels in your files. As long as you can find what you want with them, you’re fine. If for some reason you can’t find something, you can scroll down to the end of the Music menu and see Folders, which will give you the folder structure you’d see in Windows Explorer.
Also, you may want to un-hide hidden folders so your computer can see them. In Windows XP, you click on My Computer/Tools/Folder Options/View and check “Show hidden files and folders.” It might be different in Vista or Windows 7–put “Show hidden files” into your Help search box.
