First, you have to remember that MCS is nothing more than a text editor.
Second, you should not be storing your projects in the PBP directory, makes upgrades challenging.

The way I handle my projects is by having a separate directory for each project. These directories are a sub of a directory named something like "C\PicProgs".
Then in each project directory I keep everything that goes with that project from the code to the board drawings, with drawings and notes in a subdirectory of the project directory.