"What I would like to do is create a "folder" and then create shares within the folder, then I can backup the complete "folder'."
You can create sub folders, just not through the web interface. Try going into your run command and type in "\\IP". This will bring up your shares, just open one and create a new folder within them. Unfortunately you cannot set any restrictions or map sub folders however.
I would just create a sub folder for every share you have, then move the documents accordingly, do the backup and if you want you can put them back into shares after the backup