Adding and removing folders can be done in 2 ways with the stick. (Note, links will open the User Guide)

1) The first way is to add the folders on the initial setup when you run the setup wizard.

Windows:
http://manuals.hsti.com/wms186u02/en/3.00/pages/3.1.html

Using the HSTI files server with Windows (recommended)
http://manuals.hsti.com/wms186u02/en/3.00/pages/3.1.1.html

MAC (please note, the WMS does not share files with MAC 10.7 and above)
http://manuals.hsti.com/wms186u02/en/3.00/pages/3.2.html

2) After the stick wireless connection has been setup, there is no need to run the setup wizard again, you simply connect to the management web page of the stick (using the shortcut placed on your desktop).
http://manuals.hsti.com/wms186u02/en/3.00/pages/3.3.html