There’s certainly no need to name plugin files with prefixes (although some plugin authors like to do this). I suspect the advice you read was referring to functions within your plugin files. Structuring you plugin folders as you suggest (using a class folder) is fine.
See this link for more information on writing plugins:
http://codex.wordpress.org/Writing_a_Plugin
Specifically the section “Plugin Development Suggestions” towards the end where it says:
All the functions in your Plugin need to have unique names that are different from functions in the WordPress core, other Plugins, and themes. For that reason, it is a good idea to use a unique function name prefix on all of your Plugin’s functions. A far superior possibility is to define your Plugin functions inside a class (which also needs to have a unique name).