O mecanismo que você pode estar procurando talvez seja "Bibliotecas", introduzido no Windows 7.
Veja esta introdução ao lifehacker, Conheça as Bibliotecas do Windows 7 dentro e fora Fora :
The new Libraries feature in Windows 7
makes it easier to manage your files
and folders. Today we take a
comprehensive look at everything you
can do with Windows 7 Libraries.
The Libraries feature in Windows 7
provides a central place to manage
files that are located in multiple
locations throughout your computer.
Instead of clicking through a bunch of
directories to find the files you
need, including them in a library
makes for quicker access.
A Microsoft disponibiliza este vídeo introdutório: Organizando com as bibliotecas do Windows 7 , além deste artigo .
Este artigo também pode ser útil Bibliotecas do Windows 7 explicadas - e por que você as quer :
Windows 7 contains a set of libraries.
Each one works that same way, and they
all take the place of the standard
folders in XP and Vista.
A Library can be treated like a folder
with a group of subfolders inside it,
and can also pull some nifty tricks
all of its own. The important thing to
remember is this: the subfolders are
not actually stored in the library.
They are just made to seem as though
they are. Each library has some
default contents, but you can change
these, and also create new libraries
if you wish.