Adding more folders does not make Zoo Tycoon load more things. Some people use more folders just to help them keep things more organized. In order to allow Zoo Tycoon to load more things, you want to combine ".ztd" files. Different people use different approaches when combining ".ztd" files. For example, some people will combine ".ztd" files based on themes, allowing them to move them in and out of the Updates folder more easily for contests. In my case, I basically combined things based on the purchase menu they are in: foliage.ztd, foliage_as_rocks.ztd, rocks.ztd, scenery_as_rocks.ztd, user_fences.ztd, user_paths.ztd, and zoo_scenery.ztd. I prefer real animals that have something unique about them. These I usually leave in their original ".ztd" files. Others, I combine into nonliving_user_animals.ztd and nonspecial_animals.ztd.
To combine ".ztd" files, it is just a matter of unzipping them and then zipping them again into a single ".ztd". More detailed instructions exist at a number of sites.