How to create a Folder & put a movie and its sequels in it?

Often requested. But that's not possible. 

I have done this before, years ago, and now recently, 2 copies of the same movie were recorded simultaneously and put in a “folder”automatically ! I want to do it again with a movie and its sequels.

Somebody knows how !

Multiple episodes of the same show will appear in a "folder" for that specific show. But that's the only folders on DirecTV equipment.