Create Groups And Organizing File Groups In XP?

I really like the Luna interface, and how well-organized the Start Menu and the Explorer are. Like Groups -- how when you open My Computer it's got "Files Stored on This Computer," "Hard Disk Drives," and "Devices with Removable Storage." I've found out how to create groups and organize them based on name, file type, date last accessed, and so on.

But what I really want to do is create custom groups, with their own names, and drag-and-drop files and folders into them. Like when I open My Documents, and all of my document folders are mixed in with My Music and such. I want to create a custom group and put My Music, My Pictures, and My Videos in it, and then have all my other folders in a second group. How do I do that?