I can filter my collection with many parameters but it would be great if I could have my own custom folders like music, concert, Not on DVD etc..

Yes this is a feature I've often wanted too.

Sadly I didn't anticipate that but you can enter any personal note you want on each title. If you add "Not on DVD" in these notes, when performing a search on your collection for "Not on DVD", it will list them all for you.

I use that field to remind myself where ("Box 1", "Box 2", etc.) are my discs.

Julien