ZF1 already had an module system, only the way modules are used is changed in ZF2.
And i also have an problem when i create an new class, interface, etcetera. When u use Zend Studio, i recommend to not use these features when you not want to refractor after creating an new class, interface, and so on. But instead use the plain option, an new php file, because Zend Studio has an big problem with recognizing the namespaces. Zend Studio doesn't recognize this, and creates with the options create an new class, interface, and so on .., an entirely new folder, with the file you want to create.