Managing and creating directories (folders) on your phone SD card can be done in many ways. You could use a card reader or put the phone in drive mode and do it right on your PC. You could also do it directly on your phone, but something tells me that you don't have a file explorer like Ghost Commander or EStrongs. So I'm going to show you how to do it on your computer. If you use a card reader, go directly to step 2.
I suppose you're on Windows. For other platforms like Mac OS or worse, someone else will have to help you.
1. Connect your phone to your computer using USB and select Disc Drive mode on the phone.
2. Right-click Windows "Start" button, select "Explore".
3. You should see a new "removable disk", for example "E:" (note that it can take a few seconds for your phone to unmount the sd card for Android and to mount it for Windows).
4. Click the drive. Click the File menu, then New, then Folder, name it "media".
5. Now double click the new "media" folder to open it and when there, create a folder "audio". Go into "audio" (double click it) and create a folder named "alarms".
6. Finally drag and drop some songs there. You can use .WAV files too.
Use the same method to create the other folders under "audio".
Good luck!
