Easy way to combine brushes in PS?

[Dmitri]

I know how to combine them by loading all like brushes, and saving them in their own file. But it is time consuming when you have a lot of brushes, and gets even more annoying when you want to add or take away from a group.

I'm trying to get rid of this clusterf__, and have sub-menus. Isn't there an easier way by using directories or something?