Unfortunately I don't believe MATLAB can do that kind of project/file management for you, which is why I use Sublime Text 2. It's perfect for that kind of project/file management... and not to mention the awesome shortcuts and quick editing tools to help you code faster.
Check them out: http://www.sublimetext.com/. The one drawback is that it's nagware. It is free to use, provided you can bare the popups to buy a copy of the software every now and then. Once you buy it, the popups go away. Give it a try and see how it goes!