Mettelus is right on correct.
when you go to save your next project, click the per project box in the "Save as" menu.
you can always resave those projects that don't have folders.
just click "Save as" and again, click the per project folders box.
Sonar will resave the project in a new folder. you can then delete the old folders.
but before deleting anything, make sure your not deleting active projects. only the copys
you don't need anymore. (make a back up folder if necessary.)