Koll3ctions is a free Kindle collection manager. Creates collections from your folders structure automatically on Kindle. It's platform independent. (Needs Java 1.6 or greater to run.) Runs on Mac OS X, Linux and Windows.
Copy your books into your Kindle, run this program, restart your Kindle and enjoy collections!
Supported file formats: azw, azw1, mobi, pdf, prc, tpz, txt, cbz, zip, aa, aax, mp3