Hi Norma,
We currently don't have the option to import on folders that are already available, what we have is the option to create a new folder when importing files. However, the workaround for this is to manually import the photos using Windows Explorer by following the steps below:
1. Press Windows + E 2. Manually locate your storage device
3. Copy and then paste the picture to your preferred location
This is a great idea and would be a nice feature to have, please submit this as a feature request by going to the http://feedback.live.com/ page and then select "Windows Live Photo Gallery".
Thanks,
Gerard G.