You need a tag editor to bring some structure to the files in those CD folders. You know like track 1, track 2, Maybe the artist or album; There are plenty of Free Tag editors online and many will do batch processing.
Hve you enabled the View By Folder option on your S4? If you haven't open the Samsung Music Player then tap on Settings, Music Menu, the check box beside Folders, then tp on done. Now you will at least be able to open CD1, CD2, etc... individually but the files in them will still be in alphabetical order until you give them structure.