Trying to keep track of them using regular Windows folders is a pain. Why not try a free, simple program like Calibre?
Calibre is a tool for organizing and updating your e-book library. It has a clean, user-friendly interface and a ton of helpful features.
On the download page, click the blue "Download Calibre" button to get started. Select your operating system or the portable, USB version. Be aware that some security programs flag portable programs as potential viruses. Don't worry; this program is safe.
You can click the picture of the computer on the home page to watch a very helpful video tutorial.
Calibre is very helpful for loading books onto your e-reader as well. It can communicate with almost any make or model of e-reader.
On top of that, it converts your books to virtually any format. You can customize each book's cover and data automatically by syncing with online booksellers.