Where things go depends on what it says in your XML. I assume you're using Bionic's XML from Smashboards, since everything is in "brawlmods."
=========== Where do I place my mods? ===================
X:/brawlmods/bbrawl/ - Balanced Brawl. RSBE01.gct goes in this folder, as well as all of the other "pf" files.
X:/brawlmods/brawlminus/ - Brawl Minus. RSBE01.gct goes in this folder, as well as all of the other "pf" files.
X:/brawlmods/brawlplus/ - Brawl Plus. RSBE01.gct goes in this folder, as well as all of the other "pf" files.
X:/brawlmods/ubrawl/ - UnstoppaBrawl. RSBE01.gct goes in this folder, as well as "fighter".
X:/brawlmods/custom1/ - Custom Set #1. RSBE01.gct goes in the root of this folder. Contains "fighter",
"info", "info2", "menu", "menu2", "module", "stage" and "system" folders as well.
X:/brawlmods/custom2/ - Custom Set #2. RSBE01.gct goes in the root of this folder. Contains "fighter",
"info", "info2", "menu", "menu2", "module", "stage" and "system" folders as well.
X:/brawlmods/projectm/ - Project: M. RSBE01.gct goes in this folder, as well as all of the other "pf" files.
X:/brawlmods/vbrawl/ - Regular Brawl. RSBE01.gct goes in the root of this folder. Contains "fighter",
"info", "info2", "menu", "menu2", "module", "stage" and "system" folders as well.
=========== Where do I place my music? ===================
X:/brawlmods/music/ - Where you place "info.pac", and optionally, "smashbros_sound.brsar".
X:/brawlmods/music/strm/ - Where you place all of your BRSTM files to be used in game.
=========== Where do I place my textures? ================
X:/brawlmods/textures/fighter/ - All of the character textures go here, e.g. X:/brawlmods/textures/fighter/captain/FitCaptain00.pac
X:/brawlmods/textures/info/ - Anything that belongs in "info" goes in here.
X:/brawlmods/textures/menu/ - Anything that belongs in "menu" goes in here.
X:/brawlmods/textures/menu2/ - Anything that belongs in "menu2" or "pfmenu2" goes in here.
X:/brawlmods/stages/ - All stage textures (pac) + any module files (rel) go here.
=========== How about my movies (THP files)? =============
X:/brawlmods/movies/ - Place any THP files you have in here.
If you don't want music, you don't have to make a music folder. Same for stages and movies.
Also, there's a little bug I just found that you'll only need to fix if you want to use stages that need different .rel files. There are two times in the XML where you see:
<folder external="/brawlmods/stages" disc="/stage/melee/" recursive="true" resize="true" />
Both times, keep that line, and below it add:
<folder external="/brawlmods/stages" disc="/module/" recursive="true" resize="true" />