The ZStartup folders for Materials, Textures and Alphas should only have 25 items maximum in each.
As has been said, everything else should go into your ZBrush 3.5 R3\ZMaterials, ZTextures or ZAlphas folder. Everything in those folders will be visible in Light Box with great thumbnails. You can then instantly load them to where you need them just by double-clicking. ZBrush will automatically put the item in the appropriate palette.
You can even put Windows shortcuts or sub folders into your ZFolders and Light Box will display those as folders. Selecting the folder will open the contents of that folder in Light Box, whether it’s a subfolder in the ZFolder or a shortcut to somewhere else on your machine or network. This lets you easily organize all of your resources.