Sample organization question (newbie)

I'm new to the world of MPCs (though not samplers) and just picked up an MPC500. I've got a, hopefully simple, question about samples and programs.

I've got all my samples organized neatly on my CF, i.e.
When I go to save a Program, it offers to copy all the samples to the same folder as the program.

Does this mean Programs can't store relative paths to samples - they can only load samples from the same folder they're in? i.e. do I have to have multiple copies of every sample if I want to use it in more than one Program?

Or is there another way of saving everything, without making copies of my samples for each project, that I've missed?

Thanks!

Save project with all samples (there's an option of similar wording when going to save) and this will keep a copy within that project file. The 500 does not recall locations of samples used.

I never understood the organization aspect of the 500 when I first got it which has lead to half of my projects and samples being all over the place this isn't good for people with ocd and almost led to me just clearing the memory and starting again, it will definitely improve your workflow knowing everything is tidy and arranged instead of raping the jog wheel just to find a 2 second sample!