If you use Calibre to transfer all your books from your computer to the reader, you can set it to put any books you add into a collection. As far as I know, the collection cannot be layered, as in you can't have a collection within a collection. However, calibre can make a collection with the author name, and you can set it to make the file name include the series number and then sort your collection by file name.
This seems to be the best way I found to work things out on my PRS 350.
Calibre is a free program for managing ebooks.
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