EOS 20D Raw Files: why I don't see them in XP?

I just purchased an EOS 20D, and I wwas doing some RAW files tests, but I
could never see the files
from XP Explorer. I had to put the card in a card reader, from where I
finally could copy them to my
Laptop. Is it normal? Or should I update a driver, program, camera setting?
Another question, is there a way to avoid the camera create the folders
CANON101, CANON102, and
so on? For me it is better the old approach: All the files in a directory,
or at least after a few hundreds, or
maybe on a date-created basis.

Thanks in Advance
Renato
Chile