Your Blackberry separates them by genre on its own. Go to Media > Music > Genre and you'll see the list of different music genres that are on your media card.
Just as KasiCatastrophe mentioned, the MP3 player does exactly that. But at the same time you can put the MP3's in folders them by themselves.
Are you using a MicroSD Card? If so you can access those folders under Explorer. Determine the drive letter of your phone and go to that Drive. On my system it is G:. I go to G: and under that is a folder called Blackberry. Inside there are a bunch of folders and the one you are looking for is "Music". Go in there and create the directories you want and put your music in the folders that you have created.
Then the first time you brind up the Media Program it will scan all the folders and put the songs on the list listed as mentioned by Kasi.
