The problem is Windows Media Player. Its default is to automatically start dumping everything in its library into the poor little unsuspecting Sansa.
Find Tools on Windows Media Player. It might be hidden–right-click on the very top of the window, where it says Windows Media Player on the left, and the menu with Tools should appear. Go to Tools/Options/Devices. Connect the Fuze, and Refresh. Two entries should appear for the Fuze.
Highlight Sansa Fuze Internal Memory, click Properties. Where it says something like Synch when device is connected, un-check that. Do the same for the External Memory.
Congratulations. You are now in control.
Audiobooks is misleading. It is only for one kind of Audiobook: Audible books, which have a special file type, .aa. Mp3 or wma files, which are used by other audiobooks, show up under Music. The Fuze groups those files by what it reads in ID3 tags, data that’s in the files with Title, Album, etc.–not by the folders where you have put them.
You can search by actual Folders–as the last option under Music–if you upgrade to the newer Fuze firmware. Look near the top of the first forum page for how to do that.