Weird File Folder Structure - Extra Folders

I have a Popcorn Hour A-110 media tank and a Popcorn Hour C-200 media tank both streaming movies from a ReadyNas NV+ with two 2TB drives.

I just bought a WDMyCloud EX4 because of it's ability to handle larger capacity drives than the NV+.

I stuck two 3TB drives in the EX4 and set them up in RAID 1 so I could use all 6tb.

In Windows Explorer, I created these folders:

Movies
Music
Photos


Then I put one file of each type in the respective folder (except Mikes files and Sheenas files....left those empty for now)

When I fire up the A-110 and browse to the EX4...I get all kinds of extra folders showing up as shown in the images below...

WD says it's the fault of the PCH but get this...when I do the same thing on the ReadyNAS....the folders look fine (no extra folders).

Any idea how to prevent these extra folders from showing up? Is there something in the NV+ that prevents extra folders from being created that I could copy to the WD NAS?

Thanks