You've guessed right about a review!

Now you can add folders in settings like this (for example):
Pictures/Wallpapers/Abstract

But in the menu you will see only the last one - Abstract.

If you are saving all the pictures to some high-level folder like "Pictures" you don't want to see all menu items like:
Pictures/Wallpapers
Pictures/Movies
... and so on.
I've tried to get rid of that first part like "Pictures", because I already know that they all are in that folder. But now, as I wrote an example with "Abstract" I've realized that you can have more that one "Abstract" folder in many categories.

I will think about that problem, stay tuned! :)