This is normal, because the TV does not recognize all media formats. You will usually see all your folders, but once you open these folders the content may be different than the content on your PC due to the previously-mentioned restrictions on the supported media formats. (Some examples of supported media formats are .jpg, .mp3, etc. For a full overview, refer to the user manual.)
Depending on the storage device you use on the PC, you can find your folder hierarchy in the Folders or Albums category in the TV PC network browser.