Make sure you add the new folder to SS (settings/media folders)
The term top level folder is a bit confusing as it doesn't need to be, e.g. if you have a folder "ABBA" in your d:\music\artists folder that will work too.
(Well it does on mine

and no I haven't got a shortcut to them, it was an example)
EDIT: I just did a test realising after posting that none of my shortcuts are "top level folders"
It would appear that the description is rather "misleading" in that the shortcuts need to one level down.
eg: create a folder C:\music\Checkout and add to SS as a media folder.
Now create a folder Checkout\"Folders to Checkout"
Now create a shortcut in SS "Folders to Checkout"
Alternatively if you add your "c:\music" folder as a SS media folder that should achieve the same.
I just tested it so it should work
