Instead of splitting your PDFs up, why not add chapter markers to the documents? I.E., have a chapter marker every n pages. This also means that you won't have to load a new file whenever you hit the end of a section.
That being said, folder-based navigation would be a nice feature to see in the next firmware version, too. Tag-based navigation would have the same benefits too, and would have the added advantage of a book being able to belong to multiple tags.