a neat way also is to create a media folder within your projects master folder
---------------------------------------
MASTER FOLDER
media folder - models - music - graphics
dba file
dbpro file
bak file
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if you also make sub folders in the media folder
eg:
MEDIA
[models]
[music]
[audio]
[grahpics]
[misc]
and place the content in those areas, you know in a heartbeat where to place it
eg:
load object "media/models/mymodel.x",1
load music "media/music/mysong.mp3",1
that makes managing the media a lot easier and as Cookyzue as has suggested when you compile your game and want to share it, all the files you used are in the media folder, which means not having to find them all across your computer as well as missing some during the build process.
It also makes it very easy to see how much media data there is by simply right clicking the media folder and seeing the size.