This is what is so maddening about Sony not marketing their workflow for XDCam EX. I see so many of these kinds of similar posts, and you would think they would attempt to tend to it. You need both XDCam Browser as well as XDCam Transfer. Browser is for securing your footage at the time of the shoot and making sure it is going into the right folder structure. XDCam Transfer is for getting your footage into Final Cut Pro.
You can indeed just drag and drop those BPAV folders, but it is important that you not overwrite them. That is where you can really go wrong. So make a folder for each SxS card and call it Card A and Card B and so on and drop each consecutive BPAV folder into the right folder that you set up. Forget the directory problem you think you are having.
When you use XDCam Transfer go to preferences first and choose where you want to download your transfer footage to. I always keep it in a folder in Capture Scratch, as I am a bit traditional with FCP. I like to know where to find it. Then import all of the BPAV folders into Transfer as you will want to span the clips that may have spanned from one card to the next, and then go to Transfer All Footage and you have it made. Either do this from FCP or Command I the footage into FCP.
Greg Ondera
http://www.Plexus.tv
http://www.SurgeonToday.org