Well, that link is helpful, for other reasons. What my original question was though, was how to get the Gii Controller thing to generate the controller in the module/ subfodler rather than the global one.
You could always just copy and paste it in there, but that would probably mess some things up. From what I’ve been told, its best to keep all the controllers in one main folder. You can still organize your site hierarchically (e.g. Channel > Shows > Show Information) without having the controllers physically laid out like that.