Your idea to use a folder is the solution
Don't forget that Microsoft advise to not have more than 2000 items in one view (because the view loss performance).
If you don't want to be dynamic, you can give to your data connection a folder (for example with the actual year).
If you want to be dynamic as mentionned in the previous post, and if you are using managed code as C# ou VB, you can cast your "dataconnection" to "filesubmitconnection" object in order to use a folder and modify dynamically for each form the destination.