According to the reference manual for the S33, the camera does not behave in this manner. It numbers files continuously from 000 to 999, and creates a new folder only when it rolls over from 999 to 000. Only when the interval timer is used (a mode of operation where the camera takes a picture automatically at set time intervals) a new folder is created for each series of pictures taken in this manner.
So the question is: what method are you using to view the pictures?
- Do you remove the card from the camera and use a card reader and the computer's file manager to access the pictures, or
- Do you leave the card in the camera, connect the camera to a computer through the USB cable and use the Nikon software supplied with the camera to view the pictures?
If the latter, the problem might be with the settings and/or peculiarities of the Nikon software.