Homework assignment:Watch "how to back up" video

I hope that watching this video will help me figure out how to organize my back-ups on my new external hard drive. Thus far, I haven't figured out how to organize my media files into folders automatically. Last night, I spent an hour or so creating a Music folder and copying my music files into it, one folder at a time. I haven't gotten around to backing up my video files yet, but, if this is the only way to transfer files in folders, as opposed to transferring them as individual files, I can't face the prospect of transferring thousands of photos into a homemade Pictures folder one folder at a time.

On the internal hard drive, the automatic line-up is "Libraries: Documents, Music, Pictures, Videos, all neatly organized in folders. Why do only the Documents back up the same way--in folders, automatically--but not the media files? Since there's no "Save As" option in the media folders, it appears to me that the problem is with Windows 7, not with my Passport external hard drive. The only option I can think of is to use Send and copy the files to the external hard drive, but, since, without a Save As option, I can't figure out how to specify where on the external hard drive I want them saved, I then have to drag and drop each file or folder into the correct folder.

I'm probably missing something obvious and/or doing my back-ups the hard way, so, if anyone has any suggestions for Ms. Low-Tech, I'd certainly appreciate hearing from you.