Sitecore PowerShell Extensions provides an organization structure composed of modules, libraries, and scripts. Modules make up the highest level and can be grouped together by module folders.
Some benefits to using modules:
The integration points contained within each module can be enabled or disabled globally. For this to take full affect the integration should be rebuilt in the ISE.
Organization of custom scripts is a cinch.
More reasons can be found in Adam's post.
Getting started with your own module is a short process and something you should do for all of your custom scripts.
Navigate to the Script Library item and Insert -> PowerShell Script Module.
Enter the name for the new module and click OK.
Right click the new module and Scripts -> Create libraries for integration points.
Select the appropriate integration points for your module.
Select the module and enable for use.
Open the ISE, switch to the Settings tab, and rebuild integrations.