That's how most CD collections work. But you could drag and drop files into a new directory if that's what you want.
I just leave them in directories and add the directories.
In closing your post is light on details.
Please help. I've just received a new mp3 player as a present and am having trouble.Having transferred all my favourite music from my cd's to my music library Windows appears to have put each transfer into a different folder. When I transferred them to my mp3 player it keeps them in separate folders and I have to physically move from one folder to another. How can I get my library of music into one folder which I can then transfer?