You should investigate whether some of your files could reside in a ActiveX DLL instead of the main EXE project. As Konrad pointed out the VB6 IDE project explorer doesn't support folders. Large VB6 projects, like my own, organize the classes into a hierarchy of ActiveX DLLs. For example Utility DLL which has commonly used routines used across the company's applications (file handling, etc). Business Object DLL which has the specific classes used by your applications. Report DLL has the classes that handles reports for that applications. And so on.
The gotcha is that you have to worry about compatibility issues between versions.