Seems a lot of people prefer the old school library way of removing the article in the title. I can understand the logic; however, I personally like to match it up to the directory structure in windows, hence I used the articlestrings registry edit.
Those advanced settings are only accessible in the Windows Registry (as described in the support article linked above by FordGuy61; see Locating the Advanced, Hidden Settings).
Extract the .reg file from this archive and make a double click on it.
(Shut down Plex server beforehand)
(File removed)
This will only affect newly added items.