This may be a stupid question, but how do I set up a VS project that has files in different directories?

For example, let's say I have an app I create in a virtual called WebApp of my main Web root directory. Now I want to add an Admin directory and put all of the Admin related content in there.

Running ASPX files out of this directory is easy enough - it just works. But how do I keep my ASPX file in this directory? Whenever I add VS wants to move the file into the virtual root for this application?