When you are in shares view in (for example) My Videos, just use ".." to move up and then you will see both shares.
If you have one of the other views selected, this will used database information (use the music database section of config for music, etc) so you will see all items in a list.
For example, if you have
C:\Music\Album1\track1.mp3
and
D:\Music\Album2\track1.mp3
and you tag these correctly, and import them into the database, then album view will show Album1 and Album2.
There is a bit of a learning curve, but it's worth it.