Tim might be right, this is leaning quite a bit more towards a programmatic question than a sound design one and might be more suited to the Max/MSP forum. I'm all up for Max/MSP related questions as it's one of my favorite programmes and I want SSD to cover all areas of sound, but it must relate closely to sound design. However borderline it is, I'm more than happy to answer your question as it is to trigger a sound :-)
To answer your questions, do you really need the sounds to be in separate directories? As long as your sound files are in Max/MSP's search path, they will be found. Check the patch below, and see if it works for you. Basically, I used [coll] to write some sound file names, and the KeyToMidi patch I did for you in this question will trigger each samples one after the other. This is just one way, the first one that came to mind, for any given problem there are many solutions.
patch to cycle through sound files:
PS. Everything I've learned in Max has been through grueling hours of trial and error. Even now I had to double check Coll's help file to see how to cycle through the data. The more one does it the quicker one knows where and how to find solutions, but there is no escaping the tutorials and help files and forum.
Hope the patch helps and good luck.