Its no problem mate, we have all been there when we used our kindles for the first time.
Here is an easy fix that wont break any license agreements with amazon. Just download kindle for windows. Register it to the same account as that of your kindle. Make collections. Assign books to those collections. Keep the internet on on your PC and wifi on on your kindle. Now copy all these ebooks to your KT in the documents folder.
Hit sync on your kindle. The new collections should be visible now on your kindle alongwith the books in them.
Here is an example of my collections:
1) sci fi Isaac asimov:
2) sci fi robert heinlein
4) outlander series
5) Farseer trilogy
6) work docs
Now, I have different books under these collections. Once you create colections from your PC, managing them thru kindle should be easy. I have about 25 collections so far.
Just make sure that you arrange you hoome screen according to collections. I d like to warn you about 2 things though
1) Your books would be visible under collections as well as outside the collections on your kindle. Thats normal and thats the best you can get with kindle
2) You can only create 1 level collections. There cant be multiple levels. e.g. you cant have scifi>asimov>(books). you can only have sci fi>(books).
Also jailbreaking and installing duokan does not void warranty as the kindle can be set back to its default factory settings by hard resetting it. Nobody would know. But do it only if you know how to. Most people (like me) would do it and find no use for it as it ultimately boils down to the fact that Kindle is only supposed to be read from and not meant to be played with like PCs and tabs. Do it to satiate your curiosity. No harm with that.
BTW, what country are you from? Amazon customer service is the best. They replaced my kindle KB with a broken screen free of cost. I was so impressed, I even bought Kindle touch from them and I always buy my ebooks from them to support them. Before the incident I used to pirate a book every once in a while (or remove the drm from ebooks bought from other sources like B&N), but now I NEVER do that. Thats how awesome amazon is...
Hope this helps. Just shoot a question if in doubt or if you need help setting up your kindle for PC for collections...