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:
----------begin_max5_patcher----------
895.3oc0Ws0aaBCE9YxuBK1C6ERDFHIj1oIsmm1depaJxAbRbKXivl1jV09a
e9BNMoBHj1trMoVi8wNmy241GlGF33tfsAycAW.tB337v.GGsHk.m50Nt4nM
IYHt9XtT7crEW65Y1Rf2HzhE.nUVARjrlPWMuDmHLpNHd1HeOPHDpdDDoG8G
4C9U8ugjp0hTyCgyrJhVkypDYXg1xvZoFQhsEXitcIToUrJZIiJnnb8dteoj
fxb2aGN4d8Nv.IB1YDBcmMTxdbv.0fWOCH36SQIO0gyG5OU67S0tczX6XiNe
byNeinM3Uf1VRe7kEYnsOAB5geDpykim0YRbZy9QXaIQNYEUkq1e1BDc06Ul
MnVHGcq0je36ZyY7b0T4+AdRM3Oahz07MRbuTBgWQfNgkmikUluLR+ogCADJ
3pDVV1u.aYUf6PTAPv.EUxGqw.kSBXK0y4rJZJXIICyO3rhRxpU3xQfevpJM
mhCxq3BvBrR8eCs4ib.GiJSVCz4xQfuhwEFkpLvRVYNR.tiHVeA3mTnm1JJa
eoEyYDJNQpZMvi5nvHLvTKDtW8wjfVpLlzcE94uAtkVhhRbAVF7Yxwi2UDDq
6qMis1UDchTa+M40ZIrbeFfmQRvcy2OwvNLVGaLisFTfMGTBZMn389EXdMTn
KpDBF83dOr1ug1wl793Srh3PNw2bRtMVpDFU16a3izdnhzohiUjPkfava4.j
7OKOjZ203RLX3vO2H6QP6QKHTSa.izjHvo5GgQMGt9eg7P.npoGuFYZr95.9
c0gbprFZS+uGyg5Md8fyvOn95Ei6fyn4HRTmTFduuTG1vuxslmhDn5HRcHQs
Qcw+XuZI1Sck9b6NobGYG0d5TI4VTVkE9okU4YLVwHDYY8sQbrIjF0SPy5IQ
1ixtAi6sdBaVOxKgvn8VIQMqjqYzUYa6sVF2rVJQDJWPRt4kJpdpTiOewuz4
xhGYA2bjPRbI4wMe5y9IMb9Bb5tBeSkus9WW3n40dwWLoqlUxOroPdsrxDKP
qajAOWOmhk.mhDD4KSd9LvCNyZRZJltOEWNIsfI+jmZHzxcS6Khh6AhhNqHB
1mXz4MHoMG7XX5LGl5UszzyKll1GLEe9wDrOXB1eLEFNQ81ovISL2UIX2pyR
Vc1oEACgFzJ+PE0qTmEua0aEsy9CTCZwm7FfpG0XWs5.zJW73feC0xLSL.
-----------end_max5_patcher-----------
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.