Mount your SD card by plugging in your Droid to your usb port. Pull down the notification "curtain" and select Mount USB or whatever. When your OS asks you if you want to open a file viewer window, select yes.
Make new folders as follows on your memory card:
Media (in root)
Ringtones (in Media)
Notifications (in Media)
Videos ( in Media)
Alarms (in Media)
Music (in root)
Pictures (in root, if not already there)