I mean that I never found the thing or a place to turn it on. That's why I stopped using Sublime Text 2; I found it's UX to be confused. (Or at least able to produce that feeling in me.)
- Drag a folder onto the window from Finder/Explorer
- File/Open Folder to open a folder in a new window
- Project/Add Folder to Project to add an additional folder to the current window
- Via the command line
Once you do that, you get the sidebar view typical of textmate, and the extremely handy Ctrl-(or Command, depending on platform)-P. Slap that combo, start typing in a file, and it'll filter out the one you want from within the project. It makes navigating around for snap edits very quick :).
And I love PeepOpen, which adds this feature to Textmate and several other editors.
Don't get me wrong, though. You don't like it you don't like it. It's all good.