Do you mean recordings that are made as individuals rather than as part of a series?
The WebIF "scheduled events" browser gives you the option to edit the destination folder for a recording (or in this case add one), and (I believe) it will be created if not in existence at the time of the recording. This is available for normal recordings but not manual ones (where you set the times yourself).
I'm not certain, but I think setting up a recording from the Remote Scheduling service allows you to specify the destination folder.
There is no means to alter the way the Humax behaves by default, but if there is a demand I expect something can be added to the WebIF to adjust scheduled recordings, or alternatively have a package which does the opposite of flatten (any recordings found immediately under My Video get moved to a specified folder). Nobody has asked for this before, I know af123 is working on a few other things right now but he might add it to the list.