You just need a single folder named "stages"
it should be something like this:
pf->melee->stages
Names are based on the iso
Battle Field STGBATTLEFIELD.PAC
Yoshi's Island STGCRAYON.PAC
Delphino Plaza STGDOLPIC.PAC
75m STGDONKEY.PAC
Big Blue (Melee) STGDXBIGBLUE.PAC
Corneria (Melee) STGDXCORNERIA.PAC
Jungle Japes (Melee) STGDXGARDEN.PAC
Green Greens (Melee) STGDXGREENS.PAC
Onett (Melee) STGDXONETT.PAC
Pokemon Stadium (Melee) STGDXPSTADIUM.PAC
Rainbow Cruise (Melee) STGDXRCRUISE.PAC
Temple (Melee) STGDXSHRINE.PAC
Yoshi's Island (Melee) STGDXYORSTER.PAC
Brinstar (Melee) STGDXZEBES.PAC
Distant Planet STGEARTH.PAC
Mario Bros. STGFAMICOM.PAC
Final Destination STGFINAL.PAC
Port Town Aero Dive STGFZERO.PAC
Green Hill STGGREENHILL.PAC
Flat Zone 2 STGGW.PAC
Halberd STGHALBERD.PAC
Summit STGICE.PAC
Rumble Falls STGJUNGLE.PAC
Mario Circuit STGKART.PAC
Warioware, Inc. STGMADEIN.PAC
Luigi's Mansion STGMANSION.PAC
Mushroomy Kingdom 1 STGMARIOPAST_00.PAC
Mushroomy Kingdom 2 STGMARIOPAST_01.PAC
Shadow Moses Isle (Rex) STGMETALGEAR_00.PAC
Shadow Moses Isle (Ray) STGMETALGEAR_01.PAC
Shadow Moses (Gecko) STGMETALGEAR_02.PAC
New Pork City STGNEWPORK.PAC
Norfair STGNORFAIR.PAC
Bridge of Eldin STGOLDIN.PAC
Frigate Orpheon STGORPHEON.PAC
Skyworld STGPALUTENA.PAC
Pictochat STGPICTCHAT_en.PAC
Pirate Ship STGPIRATES.PAC
Hanenbow STGPLANKTON.PAC
Pokemon Stadium 2 STGSTADIUM.PAC
Spear Pillar (Dialga) STGTENGAN_1.PAC
Spear Pillar (Palkia) STGTENGAN_2.PAC
Spear Pillar (Cresselia)STGTENGAN_3.PA
