I was first introduced to "directory" as a type of signage at malls or clusters of shops, listing where things are. Usually also having a map, with a red triangle labeled "You are here.". Then I learned that telephone books could also be called be called directories.
My first exposure to computers that had a file hierarchy used the term "folder". When I eventually encountered "directory" in computer usage, I was confused because I thought first of signage in malls.
It still "feels wrong", so I usually use "folder". (-:
