The only thing that *has* to be at the root of your micro-sd card is the configuration file. You can put the NDS file anywhere you like, for example I have mine in X:\Homebrew\Emulators because I like things nice and organized. The SNES roms can go in a folder called SNES in the root of your micro-sd, but if you edit the config file you could put it anywhere.
I then like to hide the config file and snes dir so they don't show up in the CycloDS menus.