You Have 2 Choices
1. Use The R4 Wood From :http://filetrip.net/f23051-Wood-R4-v1-19.html
(Edit R4 Link To latest)
2: Use Ysmenu :http://filetrip.net/f23165-YSMenu-for-R4-Clones-6-42.html(Recomended)
Then You should be able to put games into sub folder eg. games,music w.e cause its not good...