Adding music to the clip


I just got my first clip and I looked inside the clip via my computer and saw that there were some folders already on it in the “music” folder. Inside the music folder were folders named by the artist. When I tried to drag and drop some music files in I was not able to create any folder first in order to categorize the music I was adding. How do you create folders like the ones that are already on the player when you buy it?