I don't think so (and you are not alone!). I have seen other inquiries with no satisfactory answer. I would also like to group actions once installed, into a nice neat folder (like, "all b&w actions") but haven't seen anything so far indicating it's possible. I would love to be told that there is a way!
I can imagine your frustration Maureen! I have my Photoshop CS actions all sorted and grouped by category. But that's not much help to you! Hope there is an answer.
Camera: Canon 7D, Olympus OM-D E-M5, Olympus TG2 (point and shoot)
Lenses (for the 7D): Tamron F2.8 28-75mm, Tamron 70-300mm f/4-5.6 and Sigma 50mm f/1.4
Software: CS6.0, LightRoom 5, ACDSee 14
My blog: snippets
Now that I have a bit more familiarity with 11 - nothing like a week of learning the PSE tools and tweaking LR to get ease in use - I may (!!!) get all my .atn files in one place(folder) and delete the actions I installed (ugh) and start all over. I see that it doesn't matter where you store the .atn files, unlike in earlier versions, but if they are alphabetical in that folder, I'll see if they go into PSE in order. If nothing else, it's a good time for clearing out ones i really haven't used or may no longer find intersting.
And why didn't I use some? because it was so frickin' hard to install them in the older versions!
My Blog:Cooking My Life
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