The easiest would be to store all your purchased/external ReFills in one single folder, which you could name "Reason ReFills". The ReFills folder could be placed in the "My Documents" folder on your computer, for example. Do NOT put it in the Reason folder in Applications/Programs or together with the Factory Sound Banks!
Then, in Reason's Browser, browse for the "Reason ReFills" folder in the "Computer" Location and drag the folder from the Item List and drop it in the Shortcuts Location in the Reason Browser:
This makes Reason automatically search for sounds/samples in all ReFills of that folder. This will minimize the risk of getting a "Missing sounds" alert when you open your Reason songs.