1. Open context menu by pressing button left from home button
2. Go to the Settings (en) - 2nd option from bottom
3. Open folders/directories settings in media library section of the settings - 1st on top
4. Click on add custom path - on the bottom
5. A dialog box appears with text input. In my case I have movies on SD Card in directory Movies.
Therefore I had to specify path like this: /storage/extSdCard/Movies
If you mess up, you need to clear/delete the application storage. There is no other method to remove invalid directories from the application.