*Popup "Folder Name" Folder ;declare the start of a new folder
*Popup "Some Entry" !somebang
*Popup "Another Entry" !anotherbang
*Popup ~Folder ;indicates the end of the new folder

Keep in mind, that it must be within *Popup "blah blah" !New (start of the whole popup) and *Popup ~New (ends the whole popup).

More details here.